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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 | 0.41% | 2.48 CHF | 2.49 CHF | 550,000 | 550,000 | 532,036 | 532,036 | 1,303,530 CHF | 1,308,850 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 530,000 | 530,000 | 528,197 | 528,197 | 1,285,290 CHF | 1,290,570 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 530,000 | 530,000 | 527,360 | 527,360 | 1,287,600 CHF | 1,292,870 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 530,000 | 530,000 | 519,345 | 519,345 | 1,259,000 CHF | 1,264,190 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 520,000 | 520,000 | 525,213 | 525,213 | 1,278,080 CHF | 1,283,340 CHF | 99.04% | 99.04% |
| 13/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 530,000 | 530,000 | 519,444 | 519,444 | 1,255,060 CHF | 1,260,250 CHF | 99.00% | 99.00% |
| 12/11/2024 | 0.46% | 2.40 CHF | 2.41 CHF | 520,000 | 520,000 | 479,016 | 479,016 | 1,109,030 CHF | 1,113,970 CHF | 97.79% | 97.79% |
| 11/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 440,000 | 440,000 | 435,191 | 435,191 | 888,458 CHF | 892,810 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 440,000 | 440,000 | 438,177 | 438,177 | 913,145 CHF | 917,527 CHF | 98.93% | 98.93% |
| 07/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 430,000 | 430,000 | 428,959 | 428,959 | 880,447 CHF | 884,736 CHF | 100.00% | 100.00% |
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