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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 | 0.34% | 3.95 CHF | 3.96 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 162,358 CHF | 162,915 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.36% | 4.00 CHF | 4.02 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 141,136 CHF | 141,643 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.35% | 4.19 CHF | 4.20 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 148,398 CHF | 148,918 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.37% | 4.33 CHF | 4.35 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 154,676 CHF | 155,247 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.35% | 4.84 CHF | 4.86 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 166,743 CHF | 167,322 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.33% | 4.89 CHF | 4.91 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 173,791 CHF | 174,357 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.34% | 4.88 CHF | 4.89 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 148,011 CHF | 148,519 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 5.15 CHF | 5.17 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 154,343 CHF | 154,847 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.34% | 4.93 CHF | 4.94 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 150,058 CHF | 150,566 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.33% | 5.20 CHF | 5.22 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 154,957 CHF | 155,464 CHF | 100.00% | 100.00% |
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