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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 | 0.47% | 2.16 CHF | 2.17 CHF | 110,000 | 110,000 | 107,596 | 107,596 | 229,138 CHF | 230,214 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 106,000 | 106,000 | 104,329 | 104,329 | 212,621 CHF | 213,664 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 200,293 CHF | 201,308 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 102,000 | 102,000 | 101,237 | 101,237 | 198,816 CHF | 199,828 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 102,000 | 102,000 | 101,977 | 101,977 | 202,840 CHF | 203,860 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 104,000 | 104,000 | 102,067 | 102,067 | 202,676 CHF | 203,697 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.54% | 1.95 CHF | 1.96 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 185,881 CHF | 186,862 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 190,157 CHF | 191,151 CHF | 99.24% | 99.24% |
| 08/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 189,955 CHF | 190,947 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 183,454 CHF | 184,428 CHF | 99.40% | 99.40% |
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