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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 | 0.27% | 3.69 CHF | 3.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,786 CHF | 184,286 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 182,153 CHF | 182,653 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,264 CHF | 187,764 CHF | 99.27% | 99.27% |
| 15/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 192,286 CHF | 192,786 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 198,284 CHF | 198,784 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 191,964 CHF | 192,464 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 188,914 CHF | 189,414 CHF | 99.80% | 99.80% |
| 11/11/2024 | 0.28% | 3.68 CHF | 3.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,999 CHF | 178,499 CHF | 99.76% | 99.76% |
| 08/11/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,716 CHF | 174,216 CHF | 99.15% | 99.15% |
| 07/11/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,753 CHF | 174,253 CHF | 99.96% | 99.96% |
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