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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 | 0.42% | 2.33 CHF | 2.34 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 113,000 CHF | 113,480 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 111,504 CHF | 111,984 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 107,135 CHF | 107,615 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,198 CHF | 106,698 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 2.11 CHF | 2.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,108 CHF | 102,608 CHF | 98.66% | 98.66% |
| 13/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,319 CHF | 104,819 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,712 CHF | 106,212 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 106,091 CHF | 106,571 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,072 CHF | 99,572 CHF | 98.29% | 98.29% |
| 07/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,934 CHF | 102,434 CHF | 100.00% | 100.00% |
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