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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 | 0.51% | 2.10 CHF | 2.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,811 CHF | 160,632 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.55% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,555 CHF | 103,120 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.54% | 2.08 CHF | 2.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 155,308 CHF | 156,146 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.57% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,817 CHF | 99,381 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 48,165 | 48,165 | 95,675 CHF | 96,214 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.53% | 2.09 CHF | 2.10 CHF | 75,000 | 75,000 | 74,191 | 74,130 | 154,607 CHF | 155,301 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.52% | 1.98 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,185 CHF | 102,714 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.50% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,545 CHF | 108,080 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,447 CHF | 106,987 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.56% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 105,516 CHF | 106,075 CHF | 97.66% | 97.66% |
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