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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 | 0.25% | 3.95 CHF | 3.96 CHF | 135,000 | 135,000 | 74,341 | 74,341 | 299,240 CHF | 299,984 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.26% | 3.95 CHF | 3.96 CHF | 135,000 | 135,000 | 74,054 | 74,054 | 293,505 CHF | 294,247 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 135,000 | 135,000 | 74,278 | 74,278 | 298,834 CHF | 299,578 CHF | 99.55% | 99.55% |
| 15/11/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 135,000 | 135,000 | 74,070 | 74,070 | 305,787 CHF | 306,529 CHF | 99.72% | 99.72% |
| 14/11/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 130,000 | 130,000 | 71,744 | 71,744 | 301,247 CHF | 301,966 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 135,000 | 135,000 | 74,232 | 74,232 | 304,158 CHF | 304,902 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 135,000 | 135,000 | 74,226 | 74,226 | 300,129 CHF | 300,872 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 135,000 | 135,000 | 74,245 | 74,245 | 304,592 CHF | 305,336 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 135,000 | 135,000 | 74,401 | 74,401 | 306,456 CHF | 307,202 CHF | 99.18% | 99.18% |
| 07/11/2024 | 0.25% | 4.13 CHF | 4.14 CHF | 135,000 | 135,000 | 74,204 | 74,204 | 302,339 CHF | 303,082 CHF | 100.00% | 100.00% |
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