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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 | 0.32% | 3.05 CHF | 3.06 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 115,117 CHF | 115,489 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 112,091 CHF | 112,473 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 115,561 CHF | 115,933 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 115,943 CHF | 116,313 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 115,675 CHF | 116,045 CHF | 98.58% | 98.58% |
| 13/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 114,450 CHF | 114,820 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 117,381 CHF | 117,751 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 118,519 CHF | 118,879 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 117,592 CHF | 117,952 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 120,316 CHF | 120,676 CHF | 100.00% | 100.00% |
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