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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 | 0.33% | 3.03 CHF | 3.04 CHF | 115,000 | 115,000 | 110,509 | 110,509 | 338,684 CHF | 339,789 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 115,000 | 115,000 | 113,803 | 113,803 | 345,304 CHF | 346,442 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 338,098 CHF | 339,194 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 338,295 CHF | 339,390 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 110,000 | 110,000 | 111,614 | 111,614 | 340,638 CHF | 341,754 CHF | 98.55% | 98.55% |
| 13/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 115,000 | 115,000 | 110,580 | 110,580 | 339,575 CHF | 340,681 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 115,000 | 115,000 | 110,417 | 110,417 | 338,495 CHF | 339,599 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 345,081 CHF | 346,176 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 341,367 CHF | 342,462 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 347,019 CHF | 348,114 CHF | 100.00% | 100.00% |
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