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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 | 0.44% | 2.43 CHF | 2.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 184,743 CHF | 185,551 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,161 CHF | 119,728 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.46% | 2.41 CHF | 2.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 180,213 CHF | 181,051 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.49% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,428 CHF | 115,999 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.50% | 2.41 CHF | 2.43 CHF | 50,000 | 50,000 | 48,165 | 48,165 | 111,664 CHF | 112,203 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.45% | 2.42 CHF | 2.43 CHF | 75,000 | 75,000 | 74,191 | 74,130 | 179,241 CHF | 179,897 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.45% | 2.32 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,772 CHF | 119,310 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.43% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,136 CHF | 124,676 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.43% | 2.46 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,059 CHF | 123,592 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.48% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 121,467 CHF | 122,016 CHF | 97.66% | 97.66% |
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