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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% | 2.86 CHF | 2.87 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 171,548 CHF | 172,148 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 166,581 CHF | 167,181 CHF | 99.84% | 99.84% |
| 18/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 172,428 CHF | 173,028 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 175,652 CHF | 176,252 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 174,269 CHF | 174,869 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 167,566 CHF | 168,166 CHF | 99.95% | 99.95% |
| 12/11/2024 | 0.33% | 2.92 CHF | 2.93 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 179,076 CHF | 179,676 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 181,424 CHF | 182,024 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 176,450 CHF | 177,050 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 178,789 CHF | 179,389 CHF | 99.70% | 99.70% |
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