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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 | 0.35% | 2.78 CHF | 2.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 211,190 CHF | 211,940 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.38% | 2.72 CHF | 2.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 204,299 CHF | 205,077 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.41% | 2.67 CHF | 2.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,314 CHF | 197,115 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,724 CHF | 197,474 CHF | 99.54% | 99.54% |
| 15/11/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,299 CHF | 145,864 CHF | 77.20% | 77.20% |
| 14/11/2024 | 0.35% | 3.26 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,030 CHF | 162,605 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.35% | 3.25 CHF | 3.26 CHF | 50,000 | 50,000 | 49,818 | 49,818 | 158,552 CHF | 159,112 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.32% | 3.27 CHF | 3.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,753 CHF | 163,283 CHF | 88.40% | 88.40% |
| 11/11/2024 | 0.34% | 3.19 CHF | 3.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,810 CHF | 161,357 CHF | 98.45% | 98.45% |
| 08/11/2024 | 0.34% | 3.15 CHF | 3.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,816 CHF | 156,353 CHF | 100.00% | 100.00% |
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