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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 | 0.27% | 3.60 CHF | 3.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 738,871 CHF | 740,871 CHF | 99.14% | 99.14% |
| 19/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 720,564 CHF | 722,564 CHF | 98.87% | 98.87% |
| 18/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 556,009 CHF | 557,509 CHF | 98.94% | 98.94% |
| 15/11/2024 | 0.26% | 3.73 CHF | 3.74 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 585,298 CHF | 586,798 CHF | 97.86% | 97.86% |
| 14/11/2024 | 0.24% | 4.01 CHF | 4.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 615,321 CHF | 616,821 CHF | 97.92% | 97.92% |
| 13/11/2024 | 0.26% | 4.00 CHF | 4.01 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 584,056 CHF | 585,556 CHF | 98.90% | 98.90% |
| 12/11/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 570,462 CHF | 571,962 CHF | 99.15% | 99.15% |
| 11/11/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 578,757 CHF | 580,257 CHF | 99.40% | 99.40% |
| 08/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 578,035 CHF | 579,535 CHF | 99.43% | 99.43% |
| 07/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 570,151 CHF | 571,651 CHF | 98.68% | 98.68% |
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