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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.84% | 2.21 CHF | 2.22 CHF | 120,000 | 120,000 | 42,388 | 42,388 | 92,328 CHF | 92,912 CHF | 99.36% | 99.36% |
| 22/11/2024 | 0.92% | 2.22 CHF | 2.23 CHF | 120,000 | 120,000 | 42,802 | 42,802 | 88,533 CHF | 89,125 CHF | 99.97% | 99.97% |
| 20/11/2024 | 0.98% | 1.98 CHF | 1.99 CHF | 126,000 | 126,000 | 44,348 | 44,348 | 84,421 CHF | 85,033 CHF | 99.78% | 99.78% |
| 19/11/2024 | 0.98% | 1.82 CHF | 1.83 CHF | 130,000 | 130,000 | 45,125 | 45,125 | 81,765 CHF | 82,384 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.95% | 1.87 CHF | 1.88 CHF | 128,000 | 128,000 | 44,551 | 44,551 | 83,714 CHF | 84,327 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.92% | 1.90 CHF | 1.91 CHF | 128,000 | 128,000 | 43,879 | 43,879 | 85,018 CHF | 85,620 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.92% | 2.05 CHF | 2.06 CHF | 124,000 | 124,000 | 42,438 | 42,438 | 84,377 CHF | 84,953 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.93% | 1.94 CHF | 1.95 CHF | 126,000 | 126,000 | 44,147 | 44,147 | 85,512 CHF | 86,120 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.89% | 1.96 CHF | 1.97 CHF | 126,000 | 126,000 | 43,804 | 43,804 | 86,639 CHF | 87,239 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.89% | 2.12 CHF | 2.13 CHF | 124,000 | 124,000 | 43,145 | 43,145 | 88,829 CHF | 89,421 CHF | 99.78% | 99.78% |
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