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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 | 0.33% | 2.93 CHF | 2.94 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 902,502 CHF | 226,376 CHF | 99.17% | 99.17% |
| 19/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 884,665 CHF | 221,916 CHF | 99.17% | 99.17% |
| 18/11/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 928,130 CHF | 232,783 CHF | 99.23% | 99.23% |
| 15/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 944,793 CHF | 236,948 CHF | 99.16% | 99.16% |
| 14/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 889,000 CHF | 223,000 CHF | 99.15% | 99.15% |
| 13/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 869,348 CHF | 218,087 CHF | 99.16% | 99.16% |
| 12/11/2024 | 0.32% | 2.91 CHF | 2.92 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 930,935 CHF | 233,484 CHF | 99.16% | 99.16% |
| 11/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 968,233 CHF | 242,808 CHF | 99.17% | 99.17% |
| 08/11/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 918,384 CHF | 230,346 CHF | 99.16% | 99.16% |
| 07/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 300,000 | 100,000 | 314,556 | 104,852 | 915,666 CHF | 306,271 CHF | 98.19% | 98.19% |
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