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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% | 3.36 CHF | 3.37 CHF | 75,000 | 75,000 | 74,373 | 74,373 | 251,597 CHF | 252,342 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 76,000 | 76,000 | 75,249 | 75,249 | 249,547 CHF | 250,300 CHF | 98.72% | 98.72% |
| 18/11/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 76,000 | 76,000 | 76,912 | 76,912 | 246,923 CHF | 247,693 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 77,000 | 77,000 | 77,412 | 77,412 | 251,194 CHF | 251,968 CHF | 70.88% | 70.88% |
| 14/11/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 76,000 | 76,000 | 75,584 | 75,584 | 250,179 CHF | 250,935 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 77,000 | 77,000 | 76,531 | 76,531 | 247,780 CHF | 248,546 CHF | 99.82% | 99.82% |
| 12/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 78,000 | 78,000 | 76,346 | 76,346 | 248,787 CHF | 249,551 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 3.22 CHF | 3.23 CHF | 78,000 | 78,000 | 75,898 | 75,898 | 251,149 CHF | 251,909 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 76,000 | 76,000 | 74,450 | 74,450 | 257,044 CHF | 257,789 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 74,000 | 74,000 | 74,411 | 74,411 | 258,509 CHF | 259,254 CHF | 100.00% | 100.00% |
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