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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 | 0.29% | 3.40 CHF | 3.41 CHF | 135,000 | 135,000 | 74,340 | 74,340 | 257,721 CHF | 258,466 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 135,000 | 135,000 | 74,055 | 74,055 | 252,251 CHF | 252,993 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 135,000 | 135,000 | 74,278 | 74,278 | 257,305 CHF | 258,050 CHF | 99.55% | 99.55% |
| 15/11/2024 | 0.28% | 3.47 CHF | 3.48 CHF | 135,000 | 135,000 | 74,335 | 74,335 | 265,337 CHF | 266,081 CHF | 99.33% | 99.33% |
| 14/11/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 130,000 | 130,000 | 71,748 | 71,748 | 261,187 CHF | 261,906 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 135,000 | 135,000 | 74,237 | 74,237 | 262,936 CHF | 263,680 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 135,000 | 135,000 | 74,240 | 74,240 | 258,974 CHF | 259,717 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 135,000 | 135,000 | 74,252 | 74,252 | 263,553 CHF | 264,297 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 135,000 | 135,000 | 74,413 | 74,413 | 265,700 CHF | 266,446 CHF | 99.20% | 99.20% |
| 07/11/2024 | 0.29% | 3.58 CHF | 3.59 CHF | 135,000 | 135,000 | 74,221 | 74,221 | 261,637 CHF | 262,380 CHF | 100.00% | 100.00% |
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