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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% | 2.18 CHF | 2.19 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 105,786 CHF | 106,266 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 104,280 CHF | 104,760 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 99,925 CHF | 100,405 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,644 CHF | 99,144 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,607 CHF | 95,107 CHF | 98.60% | 98.60% |
| 13/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,819 CHF | 97,319 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,193 CHF | 98,693 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 98,873 CHF | 99,353 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,549 CHF | 92,049 CHF | 98.29% | 98.29% |
| 07/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,413 CHF | 94,913 CHF | 100.00% | 100.00% |
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