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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 | 0.39% | 2.58 CHF | 2.59 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 385,774 CHF | 129,091 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 150,000 | 50,000 | 105,653 | 64,768 | 271,135 CHF | 167,267 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 199,729 CHF | 200,479 CHF | 97.58% | 97.58% |
| 15/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,277 CHF | 197,027 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 203,825 CHF | 204,575 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 200,488 CHF | 201,238 CHF | 96.85% | 96.85% |
| 12/11/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 204,859 CHF | 205,609 CHF | 96.84% | 96.84% |
| 11/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 202,129 CHF | 202,879 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 191,735 CHF | 192,485 CHF | 90.80% | 90.80% |
| 07/11/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 199,254 CHF | 200,004 CHF | 98.68% | 98.68% |
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