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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% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,309 CHF | 116,849 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,392 CHF | 115,892 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,372 CHF | 115,872 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,497 CHF | 116,997 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,559 CHF | 117,059 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 49,763 | 49,704 | 120,647 CHF | 121,006 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,070 CHF | 120,570 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.46% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,105 CHF | 117,647 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,238 CHF | 116,738 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.47% | 2.30 CHF | 2.31 CHF | 50,000 | 50,000 | 48,956 | 48,695 | 111,397 CHF | 111,301 CHF | 98.51% | 98.51% |
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