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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 | 0.53% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,692 CHF | 118,315 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,107 CHF | 116,656 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.57% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,033 CHF | 111,663 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,468 CHF | 111,058 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.54% | 2.34 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,704 CHF | 116,329 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.53% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 49,763 | 49,703 | 114,185 CHF | 114,657 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.51% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,889 CHF | 123,517 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.47% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,725 CHF | 128,333 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,830 CHF | 123,416 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.51% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 120,856 CHF | 121,466 CHF | 99.13% | 99.13% |
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