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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18/11/2024 | 0.30% | 3.18 CHF | 3.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 840,531 CHF | 843,031 CHF | 99.54% | 99.54% |
| 15/11/2024 | 0.33% | 3.36 CHF | 3.37 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 768,788 CHF | 771,288 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.42% | 2.50 CHF | 2.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 600,082 CHF | 602,582 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.40% | 2.39 CHF | 2.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 618,867 CHF | 621,367 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 581,200 CHF | 583,700 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 537,034 CHF | 539,534 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.40% | 2.31 CHF | 2.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 619,302 CHF | 621,802 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.36% | 2.59 CHF | 2.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 688,356 CHF | 690,856 CHF | 99.67% | 99.67% |
| 06/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 774,859 CHF | 777,359 CHF | 100.00% | 100.00% |
| 05/11/2024 | 0.22% | 4.28 CHF | 4.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,138,420 CHF | 1,140,920 CHF | 99.76% | 99.76% |
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