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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 | 0.26% | 3.75 CHF | 3.76 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 181,004 CHF | 181,484 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 179,518 CHF | 179,998 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 175,180 CHF | 175,660 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,072 CHF | 177,572 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,045 CHF | 173,545 CHF | 98.61% | 98.61% |
| 13/11/2024 | 0.28% | 3.51 CHF | 3.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,213 CHF | 175,713 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.28% | 3.47 CHF | 3.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,594 CHF | 177,094 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 174,056 CHF | 174,536 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,950 CHF | 170,450 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,761 CHF | 173,261 CHF | 100.00% | 100.00% |
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