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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 | 0.21% | 4.83 CHF | 4.84 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 760,590 CHF | 762,190 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 662,611 CHF | 664,211 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.24% | 4.08 CHF | 4.09 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 661,081 CHF | 662,681 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.26% | 3.99 CHF | 4.00 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 617,601 CHF | 619,201 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 579,242 CHF | 580,842 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 562,342 CHF | 563,942 CHF | 99.91% | 99.91% |
| 13/11/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 631,040 CHF | 632,640 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 622,502 CHF | 624,102 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.23% | 4.00 CHF | 4.01 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 689,209 CHF | 690,809 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 737,623 CHF | 739,223 CHF | 100.00% | 100.00% |
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