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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% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,097 CHF | 101,597 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,123 CHF | 100,623 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,766 CHF | 100,266 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,100 CHF | 102,600 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,654 CHF | 99,154 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,254 CHF | 97,754 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,378 CHF | 98,878 CHF | 99.72% | 99.72% |
| 11/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,876 CHF | 101,376 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,906 CHF | 99,406 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,856 CHF | 97,356 CHF | 99.91% | 99.91% |
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