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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 | 0.43% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,131 CHF | 115,631 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,360 CHF | 110,860 CHF | 99.44% | 99.44% |
| 18/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,268 CHF | 111,768 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.43% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,204 CHF | 115,704 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,013 CHF | 124,513 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,125 CHF | 122,625 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,902 CHF | 124,402 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,550 CHF | 126,050 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,490 CHF | 120,990 CHF | 99.00% | 99.00% |
| 07/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,683 CHF | 118,183 CHF | 98.82% | 98.82% |
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