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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 | 0.48% | 2.09 CHF | 2.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 934,647 CHF | 313,049 CHF | 98.83% | 98.83% |
| 19/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 912,660 CHF | 305,720 CHF | 90.62% | 90.62% |
| 18/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 902,154 CHF | 302,218 CHF | 94.86% | 94.86% |
| 15/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 902,618 CHF | 302,373 CHF | 97.78% | 97.78% |
| 14/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 905,201 CHF | 303,234 CHF | 98.73% | 98.73% |
| 13/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 887,987 CHF | 297,496 CHF | 96.57% | 96.57% |
| 12/11/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 965,311 CHF | 323,270 CHF | 95.45% | 95.45% |
| 11/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 954,261 CHF | 319,587 CHF | 98.34% | 98.34% |
| 08/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 979,281 CHF | 327,927 CHF | 93.00% | 93.00% |
| 07/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 985,079 CHF | 329,860 CHF | 97.75% | 97.75% |
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