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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 | 0.70% | 2.84 CHF | 2.86 CHF | 17,000 | 17,000 | 17,000 | 17,000 | 48,303 CHF | 48,643 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.72% | 2.76 CHF | 2.78 CHF | 17,000 | 17,000 | 17,000 | 17,000 | 46,903 CHF | 47,243 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.70% | 2.86 CHF | 2.88 CHF | 17,000 | 17,000 | 17,000 | 17,000 | 48,570 CHF | 48,910 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.68% | 2.88 CHF | 2.90 CHF | 17,000 | 17,000 | 16,864 | 16,864 | 49,079 CHF | 49,416 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 2.96 CHF | 2.98 CHF | 16,000 | 16,000 | 16,990 | 16,990 | 49,041 CHF | 49,381 CHF | 98.59% | 98.59% |
| 13/11/2024 | 0.72% | 2.83 CHF | 2.85 CHF | 17,000 | 17,000 | 17,000 | 17,000 | 47,193 CHF | 47,533 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.67% | 2.90 CHF | 2.92 CHF | 17,000 | 17,000 | 16,150 | 16,150 | 47,924 CHF | 48,247 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.66% | 3.02 CHF | 3.04 CHF | 16,000 | 16,000 | 16,000 | 16,000 | 48,099 CHF | 48,419 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 2.92 CHF | 2.94 CHF | 17,000 | 17,000 | 16,968 | 16,968 | 49,605 CHF | 49,944 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.67% | 2.97 CHF | 2.99 CHF | 16,000 | 16,000 | 16,264 | 16,264 | 48,173 CHF | 48,498 CHF | 100.00% | 100.00% |
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