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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 | 0.46% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,736 CHF | 133,355 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.40% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,156 CHF | 131,686 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.47% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,119 CHF | 126,716 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.47% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,538 CHF | 126,133 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.48% | 2.64 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,739 CHF | 131,361 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.42% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 49,703 | 49,703 | 129,033 CHF | 129,568 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.44% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,934 CHF | 138,548 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.42% | 2.84 CHF | 2.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,762 CHF | 143,363 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.42% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,856 CHF | 138,440 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.40% | 2.75 CHF | 2.76 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 135,542 CHF | 136,077 CHF | 99.13% | 99.13% |
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