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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 | 1.49% | 2.24 CHF | 2.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,122 CHF | 112,792 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.48% | 2.22 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,978 CHF | 114,665 CHF | 84.85% | 84.85% |
| 18/11/2024 | 1.46% | 2.21 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,490 CHF | 113,125 CHF | 99.64% | 99.64% |
| 15/11/2024 | 1.42% | 2.17 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,202 CHF | 108,737 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.52% | 2.02 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,050 CHF | 105,649 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.47% | 2.13 CHF | 2.16 CHF | 50,000 | 50,000 | 49,644 | 49,519 | 105,885 CHF | 107,172 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.47% | 2.08 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,285 CHF | 103,800 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.53% | 1.99 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,019 CHF | 100,542 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.50% | 2.01 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,712 CHF | 101,223 CHF | 99.51% | 99.51% |
| 07/11/2024 | 1.49% | 2.01 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,153 CHF | 99,622 CHF | 78.59% | 78.59% |
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