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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 | 0.43% | 2.90 CHF | 2.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,692 CHF | 145,315 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.38% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,107 CHF | 143,656 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.42% | 2.78 CHF | 2.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,033 CHF | 138,619 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.43% | 2.73 CHF | 2.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,468 CHF | 138,058 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.37% | 2.88 CHF | 2.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,704 CHF | 143,239 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.41% | 2.82 CHF | 2.83 CHF | 50,000 | 50,000 | 49,703 | 49,703 | 140,889 CHF | 141,466 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.42% | 2.96 CHF | 2.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,889 CHF | 150,517 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.39% | 3.08 CHF | 3.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,725 CHF | 155,333 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.39% | 2.98 CHF | 2.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,830 CHF | 150,416 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.40% | 2.99 CHF | 3.00 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 147,156 CHF | 147,735 CHF | 99.13% | 99.13% |
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