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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% | 2.14 CHF | 2.15 CHF | 98,000 | 98,000 | 97,817 | 97,817 | 211,587 CHF | 212,565 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 98,000 | 98,000 | 97,793 | 97,793 | 212,827 CHF | 213,805 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 223,246 CHF | 224,206 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 97,000 | 97,000 | 96,062 | 96,062 | 222,623 CHF | 223,584 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 95,000 | 95,000 | 95,692 | 95,692 | 224,552 CHF | 225,508 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 97,000 | 97,000 | 96,534 | 96,534 | 219,745 CHF | 220,710 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 223,086 CHF | 224,046 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 95,000 | 95,000 | 94,286 | 94,286 | 230,756 CHF | 231,699 CHF | 99.70% | 99.70% |
| 08/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 95,000 | 95,000 | 94,688 | 94,688 | 231,000 CHF | 231,947 CHF | 98.83% | 98.83% |
| 07/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 94,000 | 94,000 | 94,000 | 94,000 | 235,039 CHF | 235,979 CHF | 100.00% | 100.00% |
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