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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 | 0.49% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,283 CHF | 102,783 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,833 CHF | 101,333 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,392 CHF | 100,892 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,290 CHF | 98,790 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,915 CHF | 96,415 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 49,549 | 49,436 | 94,941 CHF | 95,224 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,415 CHF | 97,915 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,488 CHF | 99,988 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,280 CHF | 97,780 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.53% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 48,997 | 48,746 | 96,739 CHF | 96,735 CHF | 99.05% | 99.05% |
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