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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 | 0.50% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,942 CHF | 99,442 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,536 CHF | 90,036 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.52% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,112 CHF | 95,612 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.50% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,803 CHF | 99,303 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,973 CHF | 105,473 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,451 CHF | 102,951 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.40% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,389 CHF | 125,889 CHF | 99.71% | 99.71% |
| 11/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,642 CHF | 132,142 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,288 CHF | 119,788 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,283 CHF | 127,783 CHF | 99.90% | 99.90% |
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