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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 | 0.48% | 2.03 CHF | 2.04 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,556,020 CHF | 625,407 CHF | 97.64% | 97.64% |
| 19/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,550,400 CHF | 623,162 CHF | 90.00% | 90.00% |
| 18/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,585,060 CHF | 637,025 CHF | 93.52% | 93.52% |
| 15/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,549,990 CHF | 622,996 CHF | 94.12% | 94.12% |
| 14/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,537,300 CHF | 617,919 CHF | 97.35% | 97.35% |
| 13/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,529,660 CHF | 614,862 CHF | 94.28% | 94.28% |
| 12/11/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,555,360 CHF | 625,145 CHF | 92.67% | 92.67% |
| 11/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,575,890 CHF | 633,354 CHF | 94.22% | 94.22% |
| 08/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,557,870 CHF | 626,147 CHF | 92.63% | 92.63% |
| 07/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,598,650 CHF | 642,461 CHF | 97.76% | 97.76% |
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