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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 | 0.58% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,855 CHF | 101,442 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.61% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,186 CHF | 99,797 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.57% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,216 CHF | 94,752 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.64% | 1.85 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,633 CHF | 94,238 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,861 CHF | 99,440 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.62% | 1.94 CHF | 1.96 CHF | 50,000 | 50,000 | 49,763 | 49,703 | 97,450 CHF | 97,939 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,123 CHF | 106,646 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.55% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,920 CHF | 111,532 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.56% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,018 CHF | 106,614 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.58% | 2.11 CHF | 2.12 CHF | 50,000 | 50,000 | 48,962 | 48,703 | 105,082 CHF | 105,097 CHF | 99.13% | 99.13% |
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