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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 | 0.28% | 3.46 CHF | 3.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 789,322 CHF | 263,857 CHF | 99.35% | 99.35% |
| 19/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 753,789 CHF | 252,013 CHF | 96.65% | 96.65% |
| 18/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 836,997 CHF | 279,749 CHF | 97.54% | 97.54% |
| 15/11/2024 | 0.25% | 3.90 CHF | 3.91 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 604,302 CHF | 201,934 CHF | 96.56% | 96.56% |
| 14/11/2024 | 0.25% | 4.17 CHF | 4.18 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 601,164 CHF | 200,888 CHF | 99.32% | 99.32% |
| 13/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 583,945 CHF | 195,148 CHF | 99.35% | 99.35% |
| 12/11/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 586,096 CHF | 195,865 CHF | 99.36% | 99.36% |
| 11/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 579,316 CHF | 193,605 CHF | 99.33% | 99.33% |
| 08/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 560,603 CHF | 187,368 CHF | 99.33% | 99.33% |
| 07/11/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 581,645 CHF | 194,382 CHF | 98.69% | 98.69% |
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