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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 | 0.50% | 1.96 CHF | 1.97 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 111,141 CHF | 111,701 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 56,000 | 56,000 | 56,528 | 56,528 | 110,714 CHF | 111,279 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 112,114 CHF | 112,674 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 111,318 CHF | 111,878 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 56,000 | 56,000 | 58,615 | 58,615 | 112,833 CHF | 113,420 CHF | 98.60% | 98.60% |
| 13/11/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 60,000 | 60,000 | 58,264 | 58,264 | 112,141 CHF | 112,724 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 111,521 CHF | 112,081 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 113,438 CHF | 113,998 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 111,676 CHF | 112,236 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 115,026 CHF | 115,586 CHF | 100.00% | 100.00% |
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