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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% | 2.53 CHF | 2.54 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 309,407 CHF | 310,607 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 299,654 CHF | 300,854 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 306,236 CHF | 307,436 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 316,368 CHF | 317,568 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 317,897 CHF | 319,097 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 309,264 CHF | 310,464 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 317,553 CHF | 318,753 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 324,754 CHF | 325,954 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 315,684 CHF | 316,884 CHF | 98.72% | 98.72% |
| 07/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 318,381 CHF | 319,581 CHF | 100.00% | 100.00% |
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