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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% | 2.16 CHF | 2.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 428,632 CHF | 430,786 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.59% | 2.15 CHF | 2.17 CHF | 200,000 | 200,000 | 195,491 | 195,491 | 417,619 CHF | 420,055 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 407,404 CHF | 409,404 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 408,929 CHF | 410,929 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 405,323 CHF | 407,323 CHF | 99.49% | 99.49% |
| 13/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 200,000 | 200,000 | 197,471 | 197,471 | 409,650 CHF | 411,629 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 408,948 CHF | 410,948 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 392,474 CHF | 394,474 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 394,327 CHF | 396,327 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 200,000 | 200,000 | 193,515 | 193,515 | 373,975 CHF | 375,935 CHF | 99.13% | 99.13% |
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