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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 | 0.44% | 2.32 CHF | 2.33 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 229,034 CHF | 115,017 CHF | 98.56% | 98.56% |
| 19/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 219,837 CHF | 110,418 CHF | 97.18% | 97.18% |
| 18/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 213,374 CHF | 107,187 CHF | 95.60% | 95.60% |
| 15/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 212,491 CHF | 106,745 CHF | 95.85% | 95.85% |
| 14/11/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 214,990 CHF | 107,995 CHF | 98.70% | 98.70% |
| 13/11/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 214,519 CHF | 107,760 CHF | 95.50% | 95.50% |
| 12/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 205,896 CHF | 103,448 CHF | 96.54% | 96.54% |
| 11/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 207,434 CHF | 104,217 CHF | 97.96% | 97.96% |
| 08/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 207,398 CHF | 104,199 CHF | 93.03% | 93.03% |
| 07/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 204,489 CHF | 102,744 CHF | 97.68% | 97.68% |
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