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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% | 3.12 CHF | 3.13 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 710,373 CHF | 237,541 CHF | 99.34% | 99.34% |
| 19/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 676,468 CHF | 226,239 CHF | 96.70% | 96.70% |
| 18/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 756,991 CHF | 253,080 CHF | 97.52% | 97.52% |
| 15/11/2024 | 0.28% | 3.43 CHF | 3.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 801,061 CHF | 267,770 CHF | 96.57% | 96.57% |
| 14/11/2024 | 0.28% | 3.70 CHF | 3.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 796,609 CHF | 266,286 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 770,832 CHF | 257,694 CHF | 99.34% | 99.34% |
| 12/11/2024 | 0.29% | 3.32 CHF | 3.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 774,499 CHF | 258,916 CHF | 99.35% | 99.35% |
| 11/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 764,388 CHF | 255,546 CHF | 99.34% | 99.34% |
| 08/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 737,320 CHF | 246,523 CHF | 99.33% | 99.33% |
| 07/11/2024 | 0.29% | 3.33 CHF | 3.34 CHF | 225,000 | 75,000 | 194,542 | 64,847 | 664,205 CHF | 222,050 CHF | 98.69% | 98.69% |
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