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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 722,636 CHF | 724,236 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.26% | 4.04 CHF | 4.05 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 623,468 CHF | 625,068 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 620,788 CHF | 622,388 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.28% | 3.74 CHF | 3.75 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 577,185 CHF | 578,785 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 537,915 CHF | 539,515 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 3.39 CHF | 3.40 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 519,626 CHF | 521,226 CHF | 99.91% | 99.91% |
| 13/11/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 591,747 CHF | 593,347 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.27% | 3.62 CHF | 3.63 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 582,579 CHF | 584,179 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.25% | 3.75 CHF | 3.76 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 651,149 CHF | 652,749 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 700,748 CHF | 702,348 CHF | 100.00% | 100.00% |
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