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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 | 0.41% | 2.58 CHF | 2.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 738,114 CHF | 741,114 CHF | 97.89% | 97.89% |
| 19/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 777,494 CHF | 780,494 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 725,172 CHF | 728,172 CHF | 98.77% | 98.77% |
| 15/11/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 691,582 CHF | 694,582 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.46% | 2.04 CHF | 2.05 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 651,914 CHF | 654,914 CHF | 98.22% | 98.22% |
| 13/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 684,859 CHF | 687,859 CHF | 99.60% | 99.60% |
| 12/11/2024 | 0.49% | 2.24 CHF | 2.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 614,568 CHF | 617,568 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 534,262 CHF | 537,262 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 595,432 CHF | 598,432 CHF | 84.82% | 84.82% |
| 07/11/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 517,815 CHF | 520,815 CHF | 100.00% | 100.00% |
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