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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 | 0.29% | 3.64 CHF | 3.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 865,600 CHF | 868,100 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.27% | 3.63 CHF | 3.64 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 935,748 CHF | 938,248 CHF | 86.95% | 86.95% |
| 18/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 838,031 CHF | 840,531 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 810,933 CHF | 813,433 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 807,174 CHF | 809,674 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 912,287 CHF | 914,787 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 3.60 CHF | 3.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 799,856 CHF | 802,356 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 692,321 CHF | 694,821 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 809,160 CHF | 811,660 CHF | 90.07% | 90.07% |
| 07/11/2024 | 0.33% | 2.94 CHF | 2.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 768,860 CHF | 771,360 CHF | 96.18% | 96.18% |
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