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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 | 0.45% | 2.21 CHF | 2.22 CHF | 98,000 | 98,000 | 97,817 | 97,817 | 218,856 CHF | 219,834 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 98,000 | 98,000 | 97,793 | 97,793 | 220,054 CHF | 221,032 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 230,343 CHF | 231,303 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 97,000 | 97,000 | 96,062 | 96,062 | 229,761 CHF | 230,721 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 95,000 | 95,000 | 95,692 | 95,692 | 231,611 CHF | 232,568 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 97,000 | 97,000 | 96,534 | 96,534 | 226,948 CHF | 227,913 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 230,186 CHF | 231,146 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 95,000 | 95,000 | 94,285 | 94,285 | 237,852 CHF | 238,795 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 95,000 | 95,000 | 94,688 | 94,688 | 238,005 CHF | 238,952 CHF | 98.72% | 98.72% |
| 07/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 94,000 | 94,000 | 94,000 | 94,000 | 241,951 CHF | 242,891 CHF | 100.00% | 100.00% |
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