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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 | 0.27% | 3.64 CHF | 3.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 370,018 CHF | 371,018 CHF | 97.77% | 97.77% |
| 22/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 356,909 CHF | 357,909 CHF | 99.44% | 99.44% |
| 20/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 333,343 CHF | 334,343 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 325,708 CHF | 326,708 CHF | 99.34% | 99.34% |
| 18/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 420,004 CHF | 421,254 CHF | 99.20% | 99.20% |
| 15/11/2024 | 0.29% | 3.36 CHF | 3.37 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 424,570 CHF | 425,820 CHF | 99.42% | 99.42% |
| 14/11/2024 | 0.28% | 3.51 CHF | 3.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 452,951 CHF | 454,201 CHF | 99.40% | 99.40% |
| 13/11/2024 | 0.28% | 3.70 CHF | 3.71 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 452,431 CHF | 453,681 CHF | 99.25% | 99.25% |
| 12/11/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 448,711 CHF | 449,961 CHF | 99.17% | 99.17% |
| 11/11/2024 | 0.30% | 3.59 CHF | 3.60 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 421,542 CHF | 422,792 CHF | 99.41% | 99.41% |
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