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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 | 0.28% | 3.70 CHF | 3.71 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 580,703 CHF | 582,303 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.33% | 3.16 CHF | 3.17 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 482,690 CHF | 484,290 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 480,601 CHF | 482,201 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.37% | 2.86 CHF | 2.87 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 436,756 CHF | 438,356 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 397,871 CHF | 399,471 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.42% | 2.52 CHF | 2.53 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 379,968 CHF | 381,568 CHF | 99.91% | 99.91% |
| 13/11/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 451,691 CHF | 453,291 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 442,922 CHF | 444,522 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.31% | 2.88 CHF | 2.89 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 511,426 CHF | 513,026 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.28% | 3.48 CHF | 3.49 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 562,136 CHF | 563,736 CHF | 100.00% | 100.00% |
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