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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 503,079 CHF | 168,443 CHF | 97.94% | 97.94% |
| 22/11/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 479,860 CHF | 160,703 CHF | 97.95% | 97.95% |
| 20/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 470,040 CHF | 157,430 CHF | 97.38% | 97.38% |
| 19/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 459,076 CHF | 153,775 CHF | 95.55% | 95.55% |
| 18/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 456,140 CHF | 152,797 CHF | 93.82% | 93.82% |
| 15/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 460,243 CHF | 154,164 CHF | 94.49% | 94.49% |
| 14/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 469,231 CHF | 157,160 CHF | 98.64% | 98.64% |
| 13/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 422,533 CHF | 141,594 CHF | 97.18% | 97.18% |
| 12/11/2024 | 0.50% | 1.92 CHF | 1.93 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 445,507 CHF | 149,252 CHF | 97.43% | 97.43% |
| 11/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 461,962 CHF | 154,737 CHF | 95.40% | 95.40% |
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