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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 | 0.51% | 1.98 CHF | 1.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 887,653 CHF | 297,384 CHF | 98.84% | 98.84% |
| 19/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 866,013 CHF | 290,171 CHF | 90.62% | 90.62% |
| 18/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 855,019 CHF | 286,506 CHF | 95.47% | 95.47% |
| 15/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 855,903 CHF | 286,801 CHF | 97.79% | 97.79% |
| 14/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 858,213 CHF | 287,571 CHF | 98.73% | 98.73% |
| 13/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 841,439 CHF | 281,980 CHF | 96.53% | 96.53% |
| 12/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 918,732 CHF | 307,744 CHF | 95.52% | 95.52% |
| 11/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 906,984 CHF | 303,828 CHF | 98.35% | 98.35% |
| 08/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 931,958 CHF | 312,153 CHF | 92.98% | 92.98% |
| 07/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 938,017 CHF | 314,172 CHF | 97.76% | 97.76% |
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