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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 | 0.37% | 2.69 CHF | 2.70 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,627,140 CHF | 680,474 CHF | 97.65% | 97.65% |
| 19/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,604,400 CHF | 671,001 CHF | 89.93% | 89.93% |
| 18/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,599,440 CHF | 668,935 CHF | 94.88% | 94.88% |
| 15/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,610,310 CHF | 673,462 CHF | 97.21% | 97.21% |
| 14/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,628,850 CHF | 681,187 CHF | 98.86% | 98.86% |
| 13/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,528,850 CHF | 639,522 CHF | 96.08% | 96.08% |
| 12/11/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,577,780 CHF | 659,907 CHF | 94.90% | 94.90% |
| 11/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,613,180 CHF | 674,659 CHF | 94.70% | 94.70% |
| 08/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,588,800 CHF | 664,498 CHF | 90.65% | 90.65% |
| 07/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,570,130 CHF | 656,720 CHF | 97.98% | 97.98% |
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