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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% | 3.08 CHF | 3.09 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 305,505 CHF | 153,253 CHF | 98.53% | 98.53% |
| 19/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 296,311 CHF | 148,655 CHF | 97.19% | 97.19% |
| 18/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 290,052 CHF | 145,526 CHF | 95.58% | 95.58% |
| 15/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 289,333 CHF | 145,166 CHF | 95.85% | 95.85% |
| 14/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 291,760 CHF | 146,380 CHF | 98.71% | 98.71% |
| 13/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 291,218 CHF | 146,109 CHF | 95.46% | 95.46% |
| 12/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 282,564 CHF | 141,782 CHF | 96.37% | 96.37% |
| 11/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 284,265 CHF | 142,633 CHF | 97.97% | 97.97% |
| 08/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 284,366 CHF | 142,683 CHF | 93.03% | 93.03% |
| 07/11/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 281,691 CHF | 141,345 CHF | 97.71% | 97.71% |
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