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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 | 1.32% | 3.58 CHF | 3.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,771 CHF | 183,172 CHF | 89.78% | 89.78% |
| 19/11/2024 | 0.81% | 3.51 CHF | 3.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,987 CHF | 179,425 CHF | 98.83% | 98.83% |
| 18/11/2024 | 0.96% | 3.48 CHF | 3.51 CHF | 50,000 | 50,000 | 44,761 | 44,761 | 151,067 CHF | 152,446 CHF | 97.45% | 97.45% |
| 15/11/2024 | 0.91% | 3.18 CHF | 3.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,865 CHF | 159,312 CHF | 98.30% | 98.30% |
| 14/11/2024 | 0.95% | 3.13 CHF | 3.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,806 CHF | 151,233 CHF | 97.08% | 97.08% |
| 13/11/2024 | 0.94% | 3.10 CHF | 3.13 CHF | 50,000 | 50,000 | 49,698 | 49,698 | 153,282 CHF | 154,726 CHF | 97.16% | 97.16% |
| 12/11/2024 | 0.92% | 3.02 CHF | 3.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,796 CHF | 158,249 CHF | 98.01% | 98.01% |
| 11/11/2024 | 0.90% | 3.27 CHF | 3.30 CHF | 50,000 | 50,000 | 41,256 | 41,256 | 137,098 CHF | 138,269 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.97% | 2.87 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,514 CHF | 144,912 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.12% | 2.99 CHF | 3.01 CHF | 50,000 | 50,000 | 35,229 | 35,229 | 105,759 CHF | 106,850 CHF | 94.47% | 94.47% |
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