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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 | 2.45% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,163 CHF | 20,663 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,499 CHF | 20,999 CHF | 99.66% | 99.66% |
| 18/11/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,506 CHF | 22,006 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,151 CHF | 22,651 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,975 CHF | 22,475 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,582 CHF | 22,082 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,286 CHF | 21,786 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,388 CHF | 20,888 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,588 CHF | 20,088 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,785 CHF | 20,285 CHF | 100.00% | 100.00% |
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