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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 | 1.19% | 2.37 CHF | 2.40 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 100,365 CHF | 101,565 CHF | 99.92% | 99.92% |
| 19/11/2024 | 1.25% | 2.47 CHF | 2.50 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 95,159 CHF | 96,359 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.18% | 2.61 CHF | 2.64 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 101,081 CHF | 102,281 CHF | 98.96% | 98.96% |
| 15/11/2024 | 1.14% | 2.40 CHF | 2.43 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 104,427 CHF | 105,627 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.05% | 2.91 CHF | 2.94 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 113,519 CHF | 114,719 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.07% | 2.78 CHF | 2.81 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 112,060 CHF | 113,260 CHF | 99.88% | 99.88% |
| 12/11/2024 | 0.95% | 3.00 CHF | 3.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 125,580 CHF | 126,780 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.91% | 3.32 CHF | 3.35 CHF | 40,000 | 40,000 | 39,980 | 39,980 | 131,502 CHF | 132,702 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.99% | 3.03 CHF | 3.06 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 120,500 CHF | 121,700 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.95% | 3.18 CHF | 3.21 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 125,397 CHF | 126,597 CHF | 99.68% | 99.68% |
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