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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 | 0.27% | 3.61 CHF | 3.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 218,540 CHF | 219,140 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 216,765 CHF | 217,365 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 218,765 CHF | 219,365 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 220,601 CHF | 221,201 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 60,000 | 60,000 | 62,730 | 62,730 | 214,037 CHF | 214,664 CHF | 98.65% | 98.65% |
| 13/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 219,458 CHF | 220,108 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 218,694 CHF | 219,344 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 220,791 CHF | 221,441 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 216,605 CHF | 217,255 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 65,000 | 65,000 | 64,057 | 64,057 | 216,573 CHF | 217,214 CHF | 100.00% | 100.00% |
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