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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 | 0.40% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,492 CHF | 124,992 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,952 CHF | 123,452 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,597 CHF | 123,097 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,435 CHF | 120,935 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,086 CHF | 118,586 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 49,549 | 49,436 | 116,977 CHF | 117,208 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,546 CHF | 120,046 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,848 CHF | 122,348 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,417 CHF | 119,917 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 48,997 | 48,746 | 118,444 CHF | 118,327 CHF | 99.05% | 99.05% |
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