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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 | 0.34% | 2.89 CHF | 2.90 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 353,500 CHF | 354,700 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 343,698 CHF | 344,898 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 350,172 CHF | 351,372 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 360,212 CHF | 361,412 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 361,982 CHF | 363,182 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 353,256 CHF | 354,456 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 2.93 CHF | 2.94 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 361,522 CHF | 362,722 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 368,896 CHF | 370,096 CHF | 99.72% | 99.72% |
| 08/11/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 359,708 CHF | 360,908 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 362,462 CHF | 363,662 CHF | 100.00% | 100.00% |
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