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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 | 0.50% | 2.17 CHF | 2.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 497,790 CHF | 500,290 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.44% | 2.16 CHF | 2.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 567,757 CHF | 570,257 CHF | 86.95% | 86.95% |
| 18/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 469,778 CHF | 472,278 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 442,695 CHF | 445,195 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 440,139 CHF | 442,639 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.46% | 2.24 CHF | 2.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 543,829 CHF | 546,329 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.58% | 2.13 CHF | 2.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 433,270 CHF | 435,770 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 328,619 CHF | 331,119 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 441,835 CHF | 444,335 CHF | 90.07% | 90.07% |
| 07/11/2024 | 0.62% | 1.48 CHF | 1.49 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 402,324 CHF | 404,824 CHF | 96.19% | 96.19% |
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