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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 | 0.48% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,977 CHF | 104,477 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,274 CHF | 113,774 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.46% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,510 CHF | 109,010 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,651 CHF | 106,151 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,388 CHF | 99,888 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,081 CHF | 102,581 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.63% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,247 CHF | 79,747 CHF | 99.71% | 99.71% |
| 11/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,456 CHF | 73,956 CHF | 99.90% | 99.90% |
| 08/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,500 CHF | 87,000 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.63% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,499 CHF | 79,999 CHF | 99.90% | 99.90% |
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