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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 | 0.29% | 3.46 CHF | 3.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,441 CHF | 172,941 CHF | 99.42% | 99.42% |
| 19/11/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,820 CHF | 171,320 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.28% | 3.41 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,906 CHF | 176,406 CHF | 99.26% | 99.26% |
| 15/11/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,892 CHF | 181,392 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 186,895 CHF | 187,395 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,644 CHF | 181,144 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,620 CHF | 178,120 CHF | 99.78% | 99.78% |
| 11/11/2024 | 0.30% | 3.45 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,719 CHF | 167,219 CHF | 99.74% | 99.74% |
| 08/11/2024 | 0.31% | 3.34 CHF | 3.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,543 CHF | 163,043 CHF | 99.14% | 99.14% |
| 07/11/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,533 CHF | 163,033 CHF | 100.00% | 100.00% |
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