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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% | 2.99 CHF | 3.00 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 144,303 CHF | 144,783 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 142,788 CHF | 143,268 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 138,426 CHF | 138,906 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,741 CHF | 139,241 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,665 CHF | 135,165 CHF | 98.66% | 98.66% |
| 13/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,840 CHF | 137,340 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,257 CHF | 138,757 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 137,310 CHF | 137,790 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,572 CHF | 132,072 CHF | 98.29% | 98.29% |
| 07/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,474 CHF | 134,974 CHF | 100.00% | 100.00% |
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