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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 | 0.46% | 2.15 CHF | 2.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,876 CHF | 164,626 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,269 CHF | 105,769 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.53% | 2.13 CHF | 2.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,349 CHF | 160,194 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.56% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,543 CHF | 102,108 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 48,165 | 48,165 | 98,271 CHF | 98,821 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 75,000 | 75,000 | 74,191 | 74,130 | 158,608 CHF | 159,226 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.55% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,810 CHF | 105,389 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.50% | 2.19 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,243 CHF | 110,795 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,152 CHF | 109,682 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.54% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 108,106 CHF | 108,655 CHF | 97.66% | 97.66% |
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