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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 | 1.06% | 2.14 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,763 CHF | 110,929 CHF | 99.64% | 99.64% |
| 19/11/2024 | 1.19% | 1.97 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,501 CHF | 98,664 CHF | 96.67% | 96.67% |
| 18/11/2024 | 1.29% | 2.01 CHF | 2.03 CHF | 50,000 | 50,000 | 45,589 | 44,486 | 90,202 CHF | 89,101 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.15% | 2.00 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,627 CHF | 102,800 CHF | 97.65% | 97.65% |
| 14/11/2024 | 1.10% | 2.07 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,159 CHF | 105,315 CHF | 99.42% | 99.42% |
| 13/11/2024 | 1.13% | 2.12 CHF | 2.15 CHF | 50,000 | 50,000 | 49,548 | 49,435 | 105,944 CHF | 106,894 CHF | 98.22% | 98.22% |
| 12/11/2024 | 1.06% | 2.13 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,100 CHF | 113,294 CHF | 99.54% | 99.54% |
| 11/11/2024 | 0.99% | 2.34 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,938 CHF | 118,100 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.08% | 2.23 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,742 CHF | 110,932 CHF | 96.69% | 96.69% |
| 07/11/2024 | 1.09% | 2.22 CHF | 2.24 CHF | 50,000 | 50,000 | 48,961 | 48,702 | 108,917 CHF | 109,534 CHF | 99.02% | 99.02% |
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