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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% | 2.91 CHF | 2.92 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 140,809 CHF | 141,289 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 139,303 CHF | 139,783 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.36% | 2.86 CHF | 2.87 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 134,960 CHF | 135,440 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,123 CHF | 135,623 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,077 CHF | 131,577 CHF | 98.57% | 98.57% |
| 13/11/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,297 CHF | 133,797 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,671 CHF | 135,171 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 133,883 CHF | 134,363 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,032 CHF | 128,532 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,895 CHF | 131,395 CHF | 100.00% | 100.00% |
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