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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 | 750,000 | 300,000 | 750,000 | 300,000 | 1,505,930 CHF | 605,372 CHF | 97.64% | 97.64% |
| 19/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,500,720 CHF | 603,287 CHF | 90.00% | 90.00% |
| 18/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,534,940 CHF | 616,977 CHF | 93.94% | 93.94% |
| 15/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,500,130 CHF | 603,052 CHF | 94.11% | 94.11% |
| 14/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,487,200 CHF | 597,879 CHF | 97.35% | 97.35% |
| 13/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,479,830 CHF | 594,933 CHF | 94.20% | 94.20% |
| 12/11/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,505,480 CHF | 605,191 CHF | 92.60% | 92.60% |
| 11/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,526,060 CHF | 613,424 CHF | 94.26% | 94.26% |
| 08/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,508,030 CHF | 606,213 CHF | 92.61% | 92.61% |
| 07/11/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 750,000 | 300,000 | 750,000 | 300,000 | 1,548,640 CHF | 622,454 CHF | 97.78% | 97.78% |
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