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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 | 0.38% | 2.65 CHF | 2.66 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 398,531 CHF | 133,344 CHF | 98.93% | 98.93% |
| 19/11/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 405,144 CHF | 135,548 CHF | 98.90% | 98.90% |
| 18/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 413,833 CHF | 138,444 CHF | 97.05% | 97.05% |
| 15/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 419,890 CHF | 140,463 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 413,632 CHF | 138,377 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 399,590 CHF | 133,697 CHF | 96.85% | 96.85% |
| 12/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 390,460 CHF | 130,653 CHF | 96.83% | 96.83% |
| 11/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 379,515 CHF | 127,005 CHF | 98.87% | 98.87% |
| 08/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 378,639 CHF | 126,713 CHF | 93.76% | 93.76% |
| 07/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 386,017 CHF | 129,172 CHF | 98.70% | 98.70% |
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