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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 | 0.37% | 2.74 CHF | 2.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 808,535 CHF | 270,512 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 823,687 CHF | 275,562 CHF | 99.44% | 99.44% |
| 18/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 797,745 CHF | 266,915 CHF | 97.65% | 97.65% |
| 15/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 794,558 CHF | 265,853 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 812,539 CHF | 271,846 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 834,223 CHF | 279,074 CHF | 96.95% | 96.95% |
| 12/11/2024 | 0.37% | 2.83 CHF | 2.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 809,175 CHF | 270,725 CHF | 96.87% | 96.87% |
| 11/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 752,867 CHF | 251,956 CHF | 99.44% | 99.44% |
| 08/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 759,475 CHF | 254,158 CHF | 96.68% | 96.68% |
| 07/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 721,636 CHF | 241,545 CHF | 98.69% | 98.69% |
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