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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 | 0.35% | 2.98 CHF | 2.99 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 858,114 CHF | 861,114 CHF | 97.89% | 97.89% |
| 19/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 897,492 CHF | 900,492 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 845,172 CHF | 848,172 CHF | 98.77% | 98.77% |
| 15/11/2024 | 0.37% | 2.81 CHF | 2.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 811,582 CHF | 814,582 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.39% | 2.44 CHF | 2.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 771,776 CHF | 774,776 CHF | 98.23% | 98.23% |
| 13/11/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 804,827 CHF | 807,827 CHF | 99.60% | 99.60% |
| 12/11/2024 | 0.41% | 2.64 CHF | 2.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 734,295 CHF | 737,295 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 653,948 CHF | 656,948 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 714,952 CHF | 717,952 CHF | 84.82% | 84.82% |
| 07/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 637,429 CHF | 640,429 CHF | 100.00% | 100.00% |
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