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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 211,371 CHF | 211,971 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 207,320 CHF | 207,920 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 202,036 CHF | 202,636 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 200,102 CHF | 200,702 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 194,686 CHF | 195,286 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 188,195 CHF | 188,795 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 183,405 CHF | 184,005 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 185,962 CHF | 186,562 CHF | 99.95% | 99.95% |
| 12/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 187,605 CHF | 188,205 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 193,258 CHF | 193,858 CHF | 99.66% | 99.66% |
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