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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 | 0.44% | 2.78 CHF | 2.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,736 CHF | 139,355 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.42% | 2.77 CHF | 2.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,106 CHF | 137,686 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.41% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,119 CHF | 132,663 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.45% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,538 CHF | 132,133 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.43% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,739 CHF | 137,329 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.40% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 49,703 | 49,703 | 134,998 CHF | 135,532 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.43% | 2.84 CHF | 2.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,934 CHF | 144,548 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.40% | 2.96 CHF | 2.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,762 CHF | 149,363 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.41% | 2.86 CHF | 2.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,856 CHF | 144,440 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.39% | 2.87 CHF | 2.88 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 141,387 CHF | 141,921 CHF | 99.13% | 99.13% |
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