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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 | 0.44% | 2.22 CHF | 2.23 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 123,789 CHF | 124,335 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 124,746 CHF | 125,289 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 127,553 CHF | 128,083 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 127,048 CHF | 127,579 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 126,046 CHF | 126,586 CHF | 98.60% | 98.60% |
| 13/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 125,715 CHF | 126,257 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.42% | 2.31 CHF | 2.32 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 126,956 CHF | 127,491 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 129,173 CHF | 129,703 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 126,671 CHF | 127,210 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.41% | 2.35 CHF | 2.36 CHF | 54,000 | 54,000 | 52,875 | 52,875 | 127,592 CHF | 128,121 CHF | 100.00% | 100.00% |
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