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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.48% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,129 CHF | 127,736 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,515 CHF | 126,106 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.46% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,480 CHF | 121,033 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.50% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,942 CHF | 120,538 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.46% | 2.53 CHF | 2.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,122 CHF | 125,704 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.49% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 49,763 | 49,703 | 123,610 CHF | 124,070 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.48% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,296 CHF | 132,934 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.44% | 2.73 CHF | 2.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,159 CHF | 137,762 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.44% | 2.63 CHF | 2.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,269 CHF | 132,856 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.48% | 2.64 CHF | 2.65 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 130,081 CHF | 130,689 CHF | 99.13% | 99.13% |
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