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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 | 0.38% | 2.41 CHF | 2.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 649,864 CHF | 652,364 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.43% | 2.43 CHF | 2.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 586,270 CHF | 588,770 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 680,831 CHF | 683,331 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 711,101 CHF | 713,601 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 712,506 CHF | 715,006 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.41% | 2.35 CHF | 2.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 606,643 CHF | 609,143 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.35% | 2.47 CHF | 2.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 718,831 CHF | 721,331 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 829,276 CHF | 831,776 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 714,006 CHF | 716,506 CHF | 90.07% | 90.07% |
| 07/11/2024 | 0.33% | 3.17 CHF | 3.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 760,526 CHF | 763,026 CHF | 96.33% | 96.33% |
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