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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% | 3.27 CHF | 3.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 772,746 CHF | 775,246 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 842,932 CHF | 845,432 CHF | 86.95% | 86.95% |
| 18/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 744,971 CHF | 747,471 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 717,770 CHF | 720,270 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 714,254 CHF | 716,754 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 819,208 CHF | 821,708 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.35% | 3.23 CHF | 3.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 707,032 CHF | 709,532 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 599,761 CHF | 602,261 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 716,091 CHF | 718,591 CHF | 90.07% | 90.07% |
| 07/11/2024 | 0.37% | 2.57 CHF | 2.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 675,794 CHF | 678,294 CHF | 96.19% | 96.19% |
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