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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 | 0.38% | 2.51 CHF | 2.52 CHF | 75,000 | 75,000 | 73,108 | 73,108 | 193,364 CHF | 194,095 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.39% | 2.67 CHF | 2.68 CHF | 73,000 | 73,000 | 73,041 | 73,041 | 191,086 CHF | 191,817 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 75,000 | 75,000 | 74,384 | 74,384 | 189,728 CHF | 190,473 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 76,000 | 76,000 | 75,234 | 75,234 | 187,069 CHF | 187,822 CHF | 98.73% | 98.73% |
| 18/11/2024 | 0.42% | 2.49 CHF | 2.50 CHF | 76,000 | 76,000 | 76,913 | 76,913 | 182,803 CHF | 183,573 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 77,000 | 77,000 | 77,471 | 77,471 | 186,802 CHF | 187,577 CHF | 70.80% | 70.80% |
| 14/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 76,000 | 76,000 | 75,607 | 75,607 | 187,137 CHF | 187,894 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 77,000 | 77,000 | 76,532 | 76,532 | 184,307 CHF | 185,073 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 78,000 | 78,000 | 76,353 | 76,353 | 185,562 CHF | 186,327 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 78,000 | 78,000 | 75,816 | 75,816 | 188,230 CHF | 188,988 CHF | 100.00% | 100.00% |
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