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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 | 0.43% | 2.30 CHF | 2.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 172,682 CHF | 173,432 CHF | 99.05% | 99.05% |
| 19/11/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,216 CHF | 177,966 CHF | 97.50% | 97.50% |
| 18/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 182,248 CHF | 182,998 CHF | 99.27% | 99.27% |
| 15/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 185,927 CHF | 186,677 CHF | 99.34% | 99.34% |
| 14/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,879 CHF | 182,629 CHF | 99.46% | 99.46% |
| 13/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 75,000 | 75,000 | 66,822 | 66,822 | 154,848 CHF | 155,516 CHF | 99.22% | 99.22% |
| 12/11/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 85,230 CHF | 85,610 CHF | 99.09% | 99.09% |
| 11/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 81,849 CHF | 82,229 CHF | 99.28% | 99.28% |
| 08/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 81,954 CHF | 82,334 CHF | 99.46% | 99.46% |
| 07/11/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 84,015 CHF | 84,395 CHF | 99.33% | 99.33% |
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