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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 | 0.35% | 2.81 CHF | 2.82 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 135,690 CHF | 136,170 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 134,179 CHF | 134,659 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 129,821 CHF | 130,301 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,833 CHF | 130,333 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,768 CHF | 126,268 CHF | 98.61% | 98.61% |
| 13/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,956 CHF | 128,456 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,315 CHF | 129,815 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 128,757 CHF | 129,237 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,714 CHF | 123,214 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,556 CHF | 126,056 CHF | 100.00% | 100.00% |
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