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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% | 3.28 CHF | 3.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,975 CHF | 163,475 CHF | 99.46% | 99.46% |
| 19/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,380 CHF | 161,880 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.30% | 3.22 CHF | 3.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,425 CHF | 166,925 CHF | 99.30% | 99.30% |
| 15/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,398 CHF | 171,898 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,394 CHF | 177,894 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,202 CHF | 171,702 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.30% | 3.45 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,184 CHF | 168,684 CHF | 99.82% | 99.82% |
| 11/11/2024 | 0.32% | 3.26 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,318 CHF | 157,818 CHF | 99.78% | 99.78% |
| 08/11/2024 | 0.33% | 3.15 CHF | 3.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,206 CHF | 153,706 CHF | 99.11% | 99.11% |
| 07/11/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,189 CHF | 153,689 CHF | 99.96% | 99.96% |
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