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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 | 0.31% | 3.15 CHF | 3.16 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 152,319 CHF | 152,799 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 150,814 CHF | 151,294 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 146,452 CHF | 146,932 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,081 CHF | 147,581 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,024 CHF | 143,524 CHF | 98.66% | 98.66% |
| 13/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,205 CHF | 145,705 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,584 CHF | 147,084 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 145,327 CHF | 145,807 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,890 CHF | 140,390 CHF | 98.29% | 98.29% |
| 07/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,756 CHF | 143,256 CHF | 100.00% | 100.00% |
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