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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 | 0.45% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,787 CHF | 108,276 CHF | 99.28% | 99.28% |
| 19/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,178 CHF | 101,669 CHF | 98.46% | 98.46% |
| 18/11/2024 | 0.58% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 45,589 | 43,383 | 95,721 CHF | 91,566 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,041 CHF | 112,541 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,789 CHF | 113,289 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 49,550 | 49,438 | 105,897 CHF | 106,154 CHF | 97.43% | 97.43% |
| 12/11/2024 | 0.45% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,768 CHF | 113,277 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.86% | 2.38 CHF | 2.40 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 114,999 CHF | 115,982 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,449 CHF | 111,949 CHF | 96.01% | 96.01% |
| 07/11/2024 | 0.46% | 2.27 CHF | 2.28 CHF | 50,000 | 50,000 | 48,957 | 48,436 | 111,137 CHF | 110,486 CHF | 98.73% | 98.73% |
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