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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 | 1.09% | 2.09 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,408 CHF | 108,583 CHF | 99.64% | 99.64% |
| 19/11/2024 | 1.23% | 1.92 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,657 CHF | 95,831 CHF | 96.66% | 96.66% |
| 18/11/2024 | 1.32% | 1.96 CHF | 1.98 CHF | 50,000 | 50,000 | 45,589 | 44,486 | 87,884 CHF | 86,832 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.18% | 1.95 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,084 CHF | 100,259 CHF | 97.65% | 97.65% |
| 14/11/2024 | 1.13% | 2.02 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,652 CHF | 102,805 CHF | 99.42% | 99.42% |
| 13/11/2024 | 1.11% | 2.07 CHF | 2.10 CHF | 50,000 | 50,000 | 49,548 | 49,435 | 103,633 CHF | 104,546 CHF | 98.22% | 98.22% |
| 12/11/2024 | 1.09% | 2.09 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,017 CHF | 111,219 CHF | 99.54% | 99.54% |
| 11/11/2024 | 1.03% | 2.30 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,075 CHF | 116,265 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.12% | 2.19 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,566 CHF | 108,777 CHF | 96.69% | 96.69% |
| 07/11/2024 | 1.09% | 2.17 CHF | 2.20 CHF | 50,000 | 50,000 | 48,961 | 48,702 | 106,739 CHF | 107,342 CHF | 99.02% | 99.02% |
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