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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 | 0.34% | 2.92 CHF | 2.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,750 CHF | 222,500 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.37% | 2.86 CHF | 2.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 214,827 CHF | 215,619 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.38% | 2.81 CHF | 2.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 206,865 CHF | 207,659 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 207,287 CHF | 208,037 CHF | 99.54% | 99.54% |
| 15/11/2024 | 0.37% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,328 CHF | 152,894 CHF | 77.20% | 77.20% |
| 14/11/2024 | 0.34% | 3.40 CHF | 3.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,065 CHF | 169,646 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.34% | 3.39 CHF | 3.40 CHF | 50,000 | 50,000 | 49,818 | 49,818 | 165,560 CHF | 166,116 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.33% | 3.41 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,756 CHF | 170,315 CHF | 88.40% | 88.40% |
| 11/11/2024 | 0.33% | 3.33 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,836 CHF | 168,386 CHF | 98.45% | 98.45% |
| 08/11/2024 | 0.33% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,853 CHF | 163,384 CHF | 100.00% | 100.00% |
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