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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% | 2.18 CHF | 2.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 618,422 CHF | 621,422 CHF | 97.88% | 97.88% |
| 19/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 657,854 CHF | 660,854 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 605,483 CHF | 608,483 CHF | 98.77% | 98.77% |
| 15/11/2024 | 0.52% | 2.02 CHF | 2.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 571,900 CHF | 574,900 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.56% | 1.64 CHF | 1.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 532,210 CHF | 535,210 CHF | 98.26% | 98.26% |
| 13/11/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 565,267 CHF | 568,267 CHF | 99.60% | 99.60% |
| 12/11/2024 | 0.61% | 1.84 CHF | 1.85 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 494,827 CHF | 497,827 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 414,862 CHF | 417,862 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 475,645 CHF | 478,645 CHF | 84.82% | 84.82% |
| 07/11/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 398,502 CHF | 401,502 CHF | 100.00% | 100.00% |
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