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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 | 0.35% | 2.86 CHF | 2.87 CHF | 550,000 | 550,000 | 532,033 | 532,033 | 1,508,850 CHF | 1,514,170 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 530,000 | 530,000 | 528,208 | 528,208 | 1,489,140 CHF | 1,494,420 CHF | 99.86% | 99.86% |
| 18/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 530,000 | 530,000 | 527,360 | 527,360 | 1,491,410 CHF | 1,496,690 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 530,000 | 530,000 | 519,341 | 519,341 | 1,460,750 CHF | 1,465,940 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 520,000 | 520,000 | 525,225 | 525,225 | 1,481,600 CHF | 1,486,850 CHF | 99.04% | 99.04% |
| 13/11/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 530,000 | 530,000 | 519,443 | 519,443 | 1,455,970 CHF | 1,461,160 CHF | 98.99% | 98.99% |
| 12/11/2024 | 0.39% | 2.78 CHF | 2.79 CHF | 520,000 | 520,000 | 479,016 | 479,016 | 1,294,390 CHF | 1,299,330 CHF | 97.77% | 97.77% |
| 11/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 440,000 | 440,000 | 435,190 | 435,190 | 1,057,250 CHF | 1,061,600 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 440,000 | 440,000 | 438,173 | 438,173 | 1,083,610 CHF | 1,087,990 CHF | 98.91% | 98.91% |
| 07/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 430,000 | 430,000 | 428,962 | 428,962 | 1,047,450 CHF | 1,051,740 CHF | 100.00% | 100.00% |
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