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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 | 0.28% | 3.53 CHF | 3.54 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 170,384 CHF | 170,864 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 168,916 CHF | 169,396 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 164,553 CHF | 165,033 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,935 CHF | 166,435 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,898 CHF | 162,398 CHF | 98.59% | 98.59% |
| 13/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,088 CHF | 164,588 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,457 CHF | 165,957 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 163,436 CHF | 163,916 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,802 CHF | 159,302 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,629 CHF | 162,129 CHF | 100.00% | 100.00% |
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