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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 | 1.83% | 2.06 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,526 CHF | 110,526 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.88% | 2.18 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,408 CHF | 107,408 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.78% | 2.30 CHF | 2.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,641 CHF | 113,641 CHF | 98.96% | 98.96% |
| 15/11/2024 | 1.74% | 2.11 CHF | 2.15 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 91,036 CHF | 92,636 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.61% | 2.52 CHF | 2.56 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,559 CHF | 100,159 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.62% | 2.42 CHF | 2.46 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 97,830 CHF | 99,430 CHF | 99.88% | 99.88% |
| 12/11/2024 | 1.48% | 2.57 CHF | 2.61 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 107,147 CHF | 108,747 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.41% | 2.86 CHF | 2.90 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 112,700 CHF | 114,300 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.53% | 2.60 CHF | 2.64 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 103,631 CHF | 105,231 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.46% | 2.75 CHF | 2.79 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 108,476 CHF | 110,076 CHF | 99.67% | 99.67% |
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