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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 | 0.30% | 3.28 CHF | 3.29 CHF | 135,000 | 135,000 | 74,338 | 74,338 | 248,786 CHF | 249,531 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 135,000 | 135,000 | 74,050 | 74,050 | 243,398 CHF | 244,140 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 3.36 CHF | 3.37 CHF | 135,000 | 135,000 | 74,275 | 74,275 | 248,350 CHF | 249,094 CHF | 99.55% | 99.55% |
| 15/11/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 135,000 | 135,000 | 74,074 | 74,074 | 255,426 CHF | 256,169 CHF | 99.72% | 99.72% |
| 14/11/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 130,000 | 130,000 | 71,745 | 71,745 | 252,389 CHF | 253,108 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 135,000 | 135,000 | 74,223 | 74,223 | 253,948 CHF | 254,692 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 135,000 | 135,000 | 74,226 | 74,226 | 250,044 CHF | 250,787 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 135,000 | 135,000 | 74,246 | 74,246 | 254,626 CHF | 255,370 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 135,000 | 135,000 | 74,412 | 74,412 | 256,831 CHF | 257,576 CHF | 99.18% | 99.18% |
| 07/11/2024 | 0.30% | 3.46 CHF | 3.47 CHF | 135,000 | 135,000 | 74,205 | 74,205 | 252,739 CHF | 253,482 CHF | 100.00% | 100.00% |
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