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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 | 0.32% | 3.06 CHF | 3.07 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 147,694 CHF | 148,174 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 146,203 CHF | 146,683 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 141,884 CHF | 142,364 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,361 CHF | 142,861 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,357 CHF | 138,857 CHF | 98.58% | 98.58% |
| 13/11/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,569 CHF | 141,069 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,927 CHF | 142,427 CHF | 99.89% | 99.89% |
| 11/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 140,786 CHF | 141,266 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,327 CHF | 135,827 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,132 CHF | 138,632 CHF | 100.00% | 100.00% |
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