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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 705,589 CHF | 235,946 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 671,342 CHF | 224,531 CHF | 96.61% | 96.61% |
| 18/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 753,077 CHF | 251,776 CHF | 97.49% | 97.49% |
| 15/11/2024 | 0.28% | 3.43 CHF | 3.44 CHF | 225,000 | 75,000 | 224,255 | 74,752 | 798,302 CHF | 266,848 CHF | 96.57% | 96.57% |
| 14/11/2024 | 0.28% | 3.70 CHF | 3.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 796,409 CHF | 266,220 CHF | 99.36% | 99.36% |
| 13/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 770,558 CHF | 257,603 CHF | 99.35% | 99.35% |
| 12/11/2024 | 0.29% | 3.31 CHF | 3.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 774,065 CHF | 258,772 CHF | 99.34% | 99.34% |
| 11/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 763,822 CHF | 255,357 CHF | 99.35% | 99.35% |
| 08/11/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 736,282 CHF | 246,178 CHF | 99.30% | 99.30% |
| 07/11/2024 | 0.29% | 3.32 CHF | 3.33 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 511,727 CHF | 171,076 CHF | 98.70% | 98.70% |
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