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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.34% | 2.57 CHF | 2.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 290,281 CHF | 291,281 CHF | 98.51% | 98.51% |
| 20/11/2024 | 0.35% | 2.99 CHF | 3.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 282,202 CHF | 283,202 CHF | 99.46% | 99.46% |
| 19/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 286,647 CHF | 287,647 CHF | 22.74% | 22.74% |
| 18/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 355,170 CHF | 356,420 CHF | 92.09% | 92.09% |
| 15/11/2024 | 0.27% | 3.51 CHF | 3.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 460,740 CHF | 461,990 CHF | 94.35% | 94.35% |
| 14/11/2024 | 0.31% | 3.51 CHF | 3.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 406,478 CHF | 407,728 CHF | 89.74% | 89.74% |
| 13/11/2024 | 0.33% | 3.30 CHF | 3.31 CHF | 124,000 | 125,000 | 125,000 | 125,000 | 381,919 CHF | 383,169 CHF | 83.56% | 83.56% |
| 12/11/2024 | 0.36% | 2.92 CHF | 2.93 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 344,563 CHF | 345,813 CHF | 89.28% | 89.28% |
| 11/11/2024 | 0.35% | 2.54 CHF | 2.55 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 355,609 CHF | 356,859 CHF | 95.26% | 95.26% |
| 08/11/2024 | 0.25% | 3.60 CHF | 3.61 CHF | 125,000 | 124,000 | 125,000 | 125,000 | 494,582 CHF | 495,832 CHF | 88.40% | 88.40% |
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