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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.30% | 2.97 CHF | 2.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 330,546 CHF | 331,546 CHF | 98.40% | 98.40% |
| 20/11/2024 | 0.31% | 3.39 CHF | 3.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 322,200 CHF | 323,200 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.29% | 3.19 CHF | 3.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 338,889 CHF | 339,889 CHF | 99.14% | 99.14% |
| 18/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 404,584 CHF | 405,834 CHF | 98.48% | 98.48% |
| 15/11/2024 | 0.24% | 3.91 CHF | 3.92 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 512,242 CHF | 513,492 CHF | 97.70% | 97.70% |
| 14/11/2024 | 0.27% | 3.91 CHF | 3.92 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 459,679 CHF | 460,929 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.29% | 3.62 CHF | 3.63 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 433,161 CHF | 434,411 CHF | 87.44% | 87.44% |
| 12/11/2024 | 0.32% | 3.32 CHF | 3.33 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 395,885 CHF | 397,135 CHF | 97.95% | 97.95% |
| 11/11/2024 | 0.31% | 2.94 CHF | 2.95 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 405,071 CHF | 406,321 CHF | 99.00% | 99.00% |
| 08/11/2024 | 0.23% | 3.93 CHF | 3.94 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 538,220 CHF | 539,470 CHF | 99.46% | 99.46% |
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