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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 | 0.31% | 3.19 CHF | 3.20 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 360,820 CHF | 361,943 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 360,522 CHF | 361,652 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 359,900 CHF | 361,030 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 113,000 | 113,000 | 113,673 | 113,673 | 359,699 CHF | 360,836 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 114,000 | 114,000 | 114,611 | 114,611 | 357,152 CHF | 358,298 CHF | 98.63% | 98.63% |
| 13/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 354,932 CHF | 356,087 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 354,764 CHF | 355,920 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 357,562 CHF | 358,708 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 354,609 CHF | 355,768 CHF | 98.29% | 98.29% |
| 07/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 357,551 CHF | 358,696 CHF | 100.00% | 100.00% |
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