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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% | 2.04 CHF | 2.05 CHF | 525,900 | 525,900 | 525,900 | 525,900 | 1,161,370 CHF | 1,166,630 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 2.11 CHF | 2.12 CHF | 548,000 | 548,000 | 548,000 | 548,000 | 1,109,440 CHF | 1,114,920 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.49% | 2.13 CHF | 2.14 CHF | 570,000 | 570,000 | 570,000 | 570,000 | 1,169,510 CHF | 1,175,210 CHF | 99.55% | 99.55% |
| 15/11/2024 | 0.45% | 2.07 CHF | 2.08 CHF | 486,000 | 486,000 | 486,000 | 486,000 | 1,084,740 CHF | 1,089,600 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 453,200 | 453,200 | 453,200 | 453,200 | 1,192,610 CHF | 1,197,140 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 453,900 | 453,900 | 453,900 | 453,900 | 1,163,170 CHF | 1,167,710 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 438,900 | 438,900 | 438,900 | 438,900 | 1,164,820 CHF | 1,169,200 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 441,400 | 441,400 | 441,400 | 441,400 | 1,216,540 CHF | 1,220,960 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 459,800 | 459,800 | 459,800 | 459,800 | 1,165,770 CHF | 1,170,370 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.42% | 2.47 CHF | 2.48 CHF | 496,400 | 496,400 | 496,400 | 496,400 | 1,188,450 CHF | 1,193,410 CHF | 99.68% | 99.68% |
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