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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 | 0.30% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,278 CHF | 167,778 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,789 CHF | 158,289 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.31% | 3.35 CHF | 3.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,573 CHF | 164,073 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,378 CHF | 167,878 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,443 CHF | 173,943 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,928 CHF | 171,428 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 3.55 CHF | 3.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,794 CHF | 194,294 CHF | 99.71% | 99.71% |
| 11/11/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 200,129 CHF | 200,629 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,860 CHF | 188,360 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 196,120 CHF | 196,620 CHF | 99.90% | 99.90% |
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