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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 | 0.44% | 2.28 CHF | 2.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 505,688 CHF | 169,313 CHF | 98.97% | 98.97% |
| 19/11/2024 | 0.45% | 2.34 CHF | 2.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 502,261 CHF | 168,170 CHF | 94.92% | 94.92% |
| 18/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 479,616 CHF | 160,622 CHF | 98.84% | 98.84% |
| 15/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 477,942 CHF | 160,064 CHF | 99.39% | 99.39% |
| 14/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 498,355 CHF | 166,868 CHF | 98.24% | 98.24% |
| 13/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 489,133 CHF | 163,794 CHF | 96.90% | 96.90% |
| 12/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 475,867 CHF | 159,372 CHF | 97.85% | 97.85% |
| 11/11/2024 | 0.46% | 2.11 CHF | 2.12 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 483,352 CHF | 161,867 CHF | 98.30% | 98.30% |
| 08/11/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 465,897 CHF | 156,049 CHF | 97.77% | 97.77% |
| 07/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 457,236 CHF | 153,162 CHF | 98.60% | 98.60% |
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