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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 209,379 CHF | 210,379 CHF | 97.12% | 97.12% |
| 22/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 195,972 CHF | 196,972 CHF | 99.45% | 99.45% |
| 20/11/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 173,588 CHF | 174,588 CHF | 99.42% | 99.42% |
| 19/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,461 CHF | 167,461 CHF | 99.31% | 99.31% |
| 18/11/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 219,958 CHF | 221,208 CHF | 99.32% | 99.32% |
| 15/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 224,305 CHF | 225,555 CHF | 99.39% | 99.39% |
| 14/11/2024 | 0.49% | 1.91 CHF | 1.92 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 252,504 CHF | 253,754 CHF | 99.36% | 99.36% |
| 13/11/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 253,529 CHF | 254,779 CHF | 99.20% | 99.20% |
| 12/11/2024 | 0.50% | 2.08 CHF | 2.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 250,099 CHF | 251,349 CHF | 99.19% | 99.19% |
| 11/11/2024 | 0.56% | 2.00 CHF | 2.01 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 223,529 CHF | 224,779 CHF | 99.40% | 99.40% |
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