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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 | 0.46% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,633 CHF | 108,133 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.52% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,705 CHF | 107,259 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.52% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,643 CHF | 107,202 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,739 CHF | 108,239 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,853 CHF | 108,380 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 49,763 | 49,704 | 111,990 CHF | 112,363 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.52% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,299 CHF | 111,876 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.49% | 2.19 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,379 CHF | 108,912 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,554 CHF | 108,054 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.50% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 48,956 | 48,695 | 102,847 CHF | 102,795 CHF | 98.51% | 98.51% |
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