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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 | 0.43% | 2.36 CHF | 2.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 703,020 CHF | 706,020 CHF | 99.08% | 99.08% |
| 19/11/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 722,551 CHF | 725,551 CHF | 98.52% | 98.52% |
| 18/11/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 696,528 CHF | 699,528 CHF | 98.75% | 98.75% |
| 15/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 678,462 CHF | 681,462 CHF | 98.97% | 98.97% |
| 14/11/2024 | 0.47% | 2.23 CHF | 2.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 643,833 CHF | 646,833 CHF | 98.91% | 98.91% |
| 13/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 696,106 CHF | 699,106 CHF | 99.00% | 99.00% |
| 12/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 668,317 CHF | 671,317 CHF | 98.66% | 98.66% |
| 11/11/2024 | 0.42% | 2.22 CHF | 2.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 706,998 CHF | 709,998 CHF | 98.69% | 98.69% |
| 08/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 731,562 CHF | 734,562 CHF | 98.93% | 98.93% |
| 07/11/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 723,168 CHF | 726,168 CHF | 98.52% | 98.52% |
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