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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 | 0.66% | 4.59 CHF | 4.62 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 136,171 CHF | 137,063 CHF | 99.70% | 99.70% |
| 19/11/2024 | 0.67% | 4.52 CHF | 4.55 CHF | 30,000 | 30,000 | 29,715 | 29,715 | 133,501 CHF | 134,393 CHF | 98.91% | 98.91% |
| 18/11/2024 | 0.67% | 4.54 CHF | 4.57 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 134,364 CHF | 135,257 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.66% | 4.46 CHF | 4.49 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 135,852 CHF | 136,752 CHF | 71.70% | 71.70% |
| 14/11/2024 | 0.66% | 4.54 CHF | 4.57 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 135,450 CHF | 136,342 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.66% | 4.56 CHF | 4.59 CHF | 30,000 | 30,000 | 29,702 | 29,702 | 136,300 CHF | 137,192 CHF | 94.54% | 94.54% |
| 12/11/2024 | 0.64% | 4.64 CHF | 4.67 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 141,027 CHF | 141,920 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.64% | 4.75 CHF | 4.78 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 141,422 CHF | 142,314 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.64% | 4.76 CHF | 4.79 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 141,058 CHF | 141,950 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.65% | 4.70 CHF | 4.73 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 138,653 CHF | 139,546 CHF | 100.00% | 100.00% |
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