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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 | 0.26% | 3.80 CHF | 3.81 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 377,741 CHF | 189,371 CHF | 98.53% | 98.53% |
| 19/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 368,484 CHF | 184,742 CHF | 97.19% | 97.19% |
| 18/11/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 362,439 CHF | 181,719 CHF | 95.63% | 95.63% |
| 15/11/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 361,882 CHF | 181,441 CHF | 95.85% | 95.85% |
| 14/11/2024 | 0.27% | 3.62 CHF | 3.63 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 364,236 CHF | 182,618 CHF | 98.69% | 98.69% |
| 13/11/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 363,801 CHF | 182,401 CHF | 95.41% | 95.41% |
| 12/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 355,033 CHF | 178,016 CHF | 96.53% | 96.53% |
| 11/11/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 356,815 CHF | 178,907 CHF | 97.94% | 97.94% |
| 08/11/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 357,077 CHF | 179,038 CHF | 93.03% | 93.03% |
| 07/11/2024 | 0.28% | 3.51 CHF | 3.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 354,678 CHF | 177,839 CHF | 97.70% | 97.70% |
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