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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 | 0.26% | 3.98 CHF | 3.99 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 623,997 CHF | 625,597 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.30% | 3.45 CHF | 3.46 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 529,354 CHF | 530,954 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 528,828 CHF | 530,428 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 3.16 CHF | 3.17 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 485,595 CHF | 487,195 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 476,678 CHF | 478,378 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.37% | 2.84 CHF | 2.85 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 432,439 CHF | 434,039 CHF | 99.91% | 99.91% |
| 13/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 498,930 CHF | 500,530 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 491,166 CHF | 492,766 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.29% | 3.18 CHF | 3.19 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 556,360 CHF | 557,960 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.26% | 3.75 CHF | 3.76 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 604,970 CHF | 606,570 CHF | 100.00% | 100.00% |
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