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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 | 0.45% | 2.89 CHF | 3.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,944 CHF | 76,284 CHF | 14.13% | 100.00% |
| 19/11/2024 | 0.44% | 3.04 CHF | 3.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,335 CHF | 75,668 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.46% | 3.08 CHF | 3.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,878 CHF | 76,226 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.40% | 3.18 CHF | 3.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,423 CHF | 82,752 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.41% | 3.45 CHF | 3.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,947 CHF | 86,300 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.43% | 3.29 CHF | 3.31 CHF | 25,000 | 25,000 | 24,889 | 24,889 | 82,380 CHF | 82,735 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.46% | 3.40 CHF | 3.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,610 CHF | 87,006 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.41% | 3.52 CHF | 3.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,680 CHF | 89,041 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.40% | 3.47 CHF | 3.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,053 CHF | 86,398 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.43% | 3.46 CHF | 3.47 CHF | 25,000 | 25,000 | 24,741 | 24,741 | 85,483 CHF | 85,850 CHF | 99.12% | 99.12% |
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