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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 | 0.48% | 2.02 CHF | 2.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 463,395 CHF | 155,215 CHF | 98.86% | 98.86% |
| 19/11/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 436,564 CHF | 146,271 CHF | 98.72% | 98.72% |
| 18/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 435,781 CHF | 146,010 CHF | 98.90% | 98.90% |
| 15/11/2024 | 0.51% | 1.90 CHF | 1.91 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 437,547 CHF | 146,599 CHF | 98.23% | 98.23% |
| 14/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 448,080 CHF | 150,110 CHF | 97.63% | 97.63% |
| 13/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 437,862 CHF | 146,704 CHF | 98.85% | 98.85% |
| 12/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 460,119 CHF | 154,123 CHF | 98.42% | 98.42% |
| 11/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 471,509 CHF | 157,920 CHF | 98.87% | 98.87% |
| 08/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 463,856 CHF | 155,369 CHF | 97.68% | 97.68% |
| 07/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 300,000 | 100,000 | 292,881 | 97,627 | 579,103 CHF | 194,011 CHF | 98.17% | 98.17% |
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