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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 | 0.30% | 34.88 CHF | 34.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 727,369 CHF | 729,569 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.34% | 35.33 CHF | 35.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 524,427 CHF | 526,227 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.32% | 37.66 CHF | 37.78 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 556,796 CHF | 558,596 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.31% | 37.82 CHF | 37.94 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 581,988 CHF | 583,788 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.29% | 39.81 CHF | 39.92 CHF | 20,000 | 20,000 | 19,910 | 19,910 | 770,767 CHF | 772,962 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.31% | 35.13 CHF | 35.24 CHF | 20,000 | 20,000 | 19,956 | 19,956 | 707,876 CHF | 710,073 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.34% | 35.82 CHF | 35.95 CHF | 15,000 | 15,000 | 14,966 | 14,966 | 580,345 CHF | 582,292 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.29% | 41.62 CHF | 41.74 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 627,079 CHF | 628,879 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.33% | 39.04 CHF | 39.17 CHF | 15,000 | 15,000 | 14,967 | 14,967 | 596,309 CHF | 598,257 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.29% | 42.02 CHF | 42.14 CHF | 15,000 | 15,000 | 14,935 | 14,935 | 616,312 CHF | 618,108 CHF | 100.00% | 100.00% |
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