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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 | 0.61% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,692 CHF | 103,315 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.58% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,070 CHF | 101,656 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,033 CHF | 96,619 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.62% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,469 CHF | 96,058 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.62% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,704 CHF | 101,329 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.61% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 49,763 | 49,703 | 99,256 CHF | 99,746 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.54% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,934 CHF | 108,517 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.53% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,762 CHF | 113,363 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.54% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,856 CHF | 108,440 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.51% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 48,962 | 48,703 | 106,908 CHF | 106,855 CHF | 99.13% | 99.13% |
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