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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% | 3.94 CHF | 3.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 389,646 CHF | 390,646 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 197,323 CHF | 197,823 CHF | 99.92% | 99.92% |
| 18/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,179 CHF | 193,679 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 192,715 CHF | 193,215 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 195,646 CHF | 196,146 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,326 CHF | 199,826 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 4.04 CHF | 4.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 195,178 CHF | 195,678 CHF | 99.72% | 99.72% |
| 11/11/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 185,740 CHF | 186,240 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 186,914 CHF | 187,414 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,912 CHF | 181,412 CHF | 99.91% | 99.91% |
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