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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.91% | 2.63 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,511 CHF | 133,717 CHF | 93.70% | 93.70% |
| 22/11/2024 | 0.88% | 2.65 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,698 CHF | 132,868 CHF | 99.88% | 99.88% |
| 20/11/2024 | 0.87% | 2.59 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,447 CHF | 133,610 CHF | 99.64% | 99.64% |
| 19/11/2024 | 0.96% | 2.42 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,635 CHF | 120,795 CHF | 96.67% | 96.67% |
| 18/11/2024 | 1.10% | 2.45 CHF | 2.48 CHF | 50,000 | 50,000 | 45,589 | 44,486 | 110,398 CHF | 108,861 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 2.44 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,940 CHF | 125,108 CHF | 97.65% | 97.65% |
| 14/11/2024 | 0.91% | 2.52 CHF | 2.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,565 CHF | 127,716 CHF | 99.42% | 99.42% |
| 13/11/2024 | 0.93% | 2.57 CHF | 2.60 CHF | 50,000 | 50,000 | 49,435 | 49,435 | 127,959 CHF | 129,147 CHF | 98.22% | 98.22% |
| 12/11/2024 | 0.88% | 2.58 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,844 CHF | 136,038 CHF | 99.54% | 99.54% |
| 11/11/2024 | 0.83% | 2.80 CHF | 2.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,956 CHF | 141,128 CHF | 100.00% | 100.00% |
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