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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% | 2.29 CHF | 2.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,051,520 CHF | 352,006 CHF | 99.02% | 99.02% |
| 19/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,047,430 CHF | 350,644 CHF | 90.20% | 90.20% |
| 18/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,130,690 CHF | 378,396 CHF | 97.00% | 97.00% |
| 15/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,159,560 CHF | 388,021 CHF | 98.41% | 98.41% |
| 14/11/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,192,100 CHF | 398,868 CHF | 98.44% | 98.44% |
| 13/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,062,050 CHF | 355,516 CHF | 96.44% | 96.44% |
| 12/11/2024 | 0.41% | 2.34 CHF | 2.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,099,490 CHF | 367,998 CHF | 95.91% | 95.91% |
| 11/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,147,900 CHF | 384,133 CHF | 98.24% | 98.24% |
| 08/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,129,480 CHF | 377,992 CHF | 92.99% | 92.99% |
| 07/11/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,150,290 CHF | 384,929 CHF | 98.17% | 98.17% |
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