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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 | 2.11% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,500 CHF | 24,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,899 CHF | 24,399 CHF | 99.93% | 99.93% |
| 18/11/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,890 CHF | 25,390 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,583 CHF | 26,083 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,320 CHF | 25,820 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,945 CHF | 25,445 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,508 CHF | 25,008 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,766 CHF | 24,266 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,061 CHF | 23,561 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,211 CHF | 23,711 CHF | 100.00% | 100.00% |
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