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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 | 0.54% | 2.31 CHF | 2.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 432,747 CHF | 435,102 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.62% | 2.35 CHF | 2.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 347,005 CHF | 349,169 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 2.62 CHF | 2.63 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 383,702 CHF | 386,057 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.55% | 2.64 CHF | 2.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 413,393 CHF | 415,680 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 2.87 CHF | 2.89 CHF | 175,000 | 175,000 | 174,205 | 174,205 | 479,950 CHF | 482,504 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.59% | 2.35 CHF | 2.37 CHF | 175,000 | 175,000 | 174,601 | 174,601 | 417,593 CHF | 420,049 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.60% | 2.43 CHF | 2.45 CHF | 125,000 | 125,000 | 124,725 | 124,725 | 350,060 CHF | 352,169 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.52% | 3.17 CHF | 3.19 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 477,552 CHF | 480,033 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.57% | 2.85 CHF | 2.87 CHF | 125,000 | 125,000 | 124,725 | 124,725 | 367,820 CHF | 369,921 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.53% | 3.22 CHF | 3.23 CHF | 150,000 | 150,000 | 149,332 | 149,332 | 466,394 CHF | 468,835 CHF | 100.00% | 100.00% |
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