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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 | 0.54% | 3.73 CHF | 3.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 371,229 CHF | 373,229 CHF | 99.08% | 99.08% |
| 19/11/2024 | 0.54% | 3.69 CHF | 3.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 372,760 CHF | 374,760 CHF | 98.18% | 98.18% |
| 18/11/2024 | 0.52% | 3.76 CHF | 3.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 380,491 CHF | 382,491 CHF | 98.95% | 98.95% |
| 15/11/2024 | 0.52% | 3.84 CHF | 3.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 384,613 CHF | 386,613 CHF | 98.99% | 98.99% |
| 14/11/2024 | 0.51% | 3.90 CHF | 3.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 390,311 CHF | 392,311 CHF | 98.23% | 98.23% |
| 13/11/2024 | 0.52% | 3.86 CHF | 3.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 384,054 CHF | 386,054 CHF | 99.00% | 99.00% |
| 12/11/2024 | 0.52% | 3.84 CHF | 3.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 381,243 CHF | 383,243 CHF | 98.70% | 98.70% |
| 11/11/2024 | 0.53% | 3.77 CHF | 3.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 375,397 CHF | 377,397 CHF | 98.86% | 98.86% |
| 08/11/2024 | 0.54% | 3.72 CHF | 3.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 369,726 CHF | 371,726 CHF | 99.01% | 99.01% |
| 07/11/2024 | 0.54% | 3.65 CHF | 3.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 365,993 CHF | 367,993 CHF | 98.95% | 98.95% |
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