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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,610 CHF | 25,110 CHF | 100.00% | 100.00% |
| 22/11/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 29,234 CHF | 29,834 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,853 CHF | 25,353 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,573 CHF | 26,073 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,630 CHF | 26,130 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,932 CHF | 25,432 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.98% | 0.54 CHF | 0.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 30,073 CHF | 30,673 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 26,358 CHF | 26,958 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 27,378 CHF | 27,978 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.98% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,016 CHF | 25,516 CHF | 100.00% | 100.00% |
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