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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% | 3.30 CHF | 3.31 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 159,294 CHF | 159,774 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 157,773 CHF | 158,253 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 153,429 CHF | 153,909 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,362 CHF | 154,862 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,323 CHF | 150,823 CHF | 98.57% | 98.57% |
| 13/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,556 CHF | 153,056 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.32% | 3.02 CHF | 3.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,925 CHF | 154,425 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 152,321 CHF | 152,801 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,231 CHF | 147,731 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,089 CHF | 150,589 CHF | 100.00% | 100.00% |
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