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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 | 0.24% | 4.12 CHF | 4.13 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 198,648 CHF | 199,128 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.24% | 4.08 CHF | 4.09 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 197,124 CHF | 197,604 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 192,720 CHF | 193,200 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 195,324 CHF | 195,824 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 191,200 CHF | 191,700 CHF | 98.57% | 98.57% |
| 13/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,430 CHF | 193,930 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 194,789 CHF | 195,289 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 191,579 CHF | 192,059 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 188,072 CHF | 188,572 CHF | 98.29% | 98.29% |
| 07/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 190,934 CHF | 191,434 CHF | 100.00% | 100.00% |
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