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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 | 3.27% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,046 CHF | 15,546 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,486 CHF | 15,986 CHF | 99.65% | 99.65% |
| 18/11/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,424 CHF | 16,924 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,117 CHF | 17,617 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,848 CHF | 17,348 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,555 CHF | 17,055 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,206 CHF | 16,706 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,347 CHF | 15,847 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,594 CHF | 15,094 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,786 CHF | 15,286 CHF | 100.00% | 100.00% |
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