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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.58% | 43.10 CHF | 43.35 CHF | 500 | 500 | 500 | 500 | 21,576 CHF | 21,702 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.56% | 41.59 CHF | 41.82 CHF | 750 | 750 | 750 | 750 | 30,061 CHF | 30,230 CHF | 98.46% | 98.46% |
| 20/11/2024 | 0.59% | 35.18 CHF | 35.39 CHF | 750 | 750 | 750 | 750 | 26,986 CHF | 27,145 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.67% | 33.34 CHF | 33.55 CHF | 750 | 750 | 750 | 750 | 23,838 CHF | 23,999 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 34.84 CHF | 35.05 CHF | 750 | 750 | 750 | 750 | 25,755 CHF | 25,914 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.61% | 33.63 CHF | 33.84 CHF | 750 | 750 | 750 | 750 | 26,050 CHF | 26,209 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.67% | 34.61 CHF | 34.81 CHF | 750 | 750 | 750 | 750 | 25,049 CHF | 25,217 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.66% | 32.52 CHF | 32.74 CHF | 750 | 750 | 750 | 750 | 24,515 CHF | 24,677 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.71% | 30.72 CHF | 30.95 CHF | 750 | 750 | 750 | 750 | 24,643 CHF | 24,818 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.69% | 35.32 CHF | 35.58 CHF | 500 | 500 | 500 | 500 | 18,924 CHF | 19,054 CHF | 100.00% | 100.00% |
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