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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 | 0.35% | 2.75 CHF | 2.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 850,082 CHF | 284,361 CHF | 91.45% | 91.45% |
| 19/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 836,164 CHF | 279,721 CHF | 98.94% | 98.94% |
| 18/11/2024 | 0.36% | 2.86 CHF | 2.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 824,346 CHF | 275,782 CHF | 97.71% | 97.71% |
| 15/11/2024 | 0.36% | 2.68 CHF | 2.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 826,814 CHF | 276,605 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.34% | 2.85 CHF | 2.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 870,327 CHF | 291,109 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.33% | 2.94 CHF | 2.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 897,909 CHF | 300,303 CHF | 94.67% | 94.67% |
| 12/11/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 936,039 CHF | 313,013 CHF | 89.49% | 89.49% |
| 11/11/2024 | 0.46% | 3.16 CHF | 3.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 952,305 CHF | 318,906 CHF | 98.97% | 98.97% |
| 08/11/2024 | 0.46% | 3.25 CHF | 3.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 974,105 CHF | 326,202 CHF | 93.79% | 93.79% |
| 07/11/2024 | 0.48% | 3.19 CHF | 3.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 939,076 CHF | 314,525 CHF | 98.69% | 98.69% |
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