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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 | 0.34% | 2.96 CHF | 2.97 CHF | 550,000 | 550,000 | 532,039 | 532,039 | 1,559,660 CHF | 1,564,980 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 530,000 | 530,000 | 528,205 | 528,205 | 1,539,880 CHF | 1,545,160 CHF | 99.87% | 99.87% |
| 18/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 530,000 | 530,000 | 527,360 | 527,360 | 1,542,250 CHF | 1,547,520 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 530,000 | 530,000 | 519,345 | 519,345 | 1,511,210 CHF | 1,516,400 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 520,000 | 520,000 | 525,224 | 525,224 | 1,532,270 CHF | 1,537,520 CHF | 99.04% | 99.04% |
| 13/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 530,000 | 530,000 | 519,448 | 519,448 | 1,506,260 CHF | 1,511,450 CHF | 99.00% | 99.00% |
| 12/11/2024 | 0.38% | 2.88 CHF | 2.89 CHF | 520,000 | 520,000 | 479,021 | 479,021 | 1,340,580 CHF | 1,345,520 CHF | 97.78% | 97.78% |
| 11/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 440,000 | 440,000 | 435,190 | 435,190 | 1,099,570 CHF | 1,103,930 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 440,000 | 440,000 | 438,174 | 438,174 | 1,125,800 CHF | 1,130,180 CHF | 98.93% | 98.93% |
| 07/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 430,000 | 430,000 | 428,959 | 428,959 | 1,088,770 CHF | 1,093,060 CHF | 100.00% | 100.00% |
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