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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 | 0.38% | 2.60 CHF | 2.61 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 125,703 CHF | 126,183 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 124,191 CHF | 124,671 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 119,844 CHF | 120,324 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,392 CHF | 119,892 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,398 CHF | 115,898 CHF | 98.58% | 98.58% |
| 13/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,588 CHF | 118,088 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,958 CHF | 119,458 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 118,792 CHF | 119,272 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,333 CHF | 112,833 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,146 CHF | 115,646 CHF | 100.00% | 100.00% |
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