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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 | 0.42% | 2.38 CHF | 2.39 CHF | 550,000 | 550,000 | 532,038 | 532,038 | 1,251,450 CHF | 1,256,770 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 530,000 | 530,000 | 528,204 | 528,204 | 1,234,450 CHF | 1,239,730 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 530,000 | 530,000 | 527,362 | 527,362 | 1,236,230 CHF | 1,241,500 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 530,000 | 530,000 | 519,346 | 519,346 | 1,209,230 CHF | 1,214,420 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 520,000 | 520,000 | 525,222 | 525,222 | 1,227,270 CHF | 1,232,520 CHF | 99.04% | 99.04% |
| 13/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 530,000 | 530,000 | 519,444 | 519,444 | 1,204,520 CHF | 1,209,720 CHF | 99.00% | 99.00% |
| 12/11/2024 | 0.48% | 2.30 CHF | 2.31 CHF | 520,000 | 520,000 | 479,011 | 479,011 | 1,062,530 CHF | 1,067,470 CHF | 97.75% | 97.75% |
| 11/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 440,000 | 440,000 | 435,192 | 435,192 | 846,031 CHF | 850,383 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 440,000 | 440,000 | 438,175 | 438,175 | 870,459 CHF | 874,840 CHF | 98.91% | 98.91% |
| 07/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 430,000 | 430,000 | 428,956 | 428,956 | 838,203 CHF | 842,492 CHF | 100.00% | 100.00% |
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