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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% | 3.33 CHF | 3.34 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 376,584 CHF | 377,707 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 376,461 CHF | 377,590 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 375,886 CHF | 377,016 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 113,000 | 113,000 | 113,673 | 113,673 | 375,684 CHF | 376,821 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 114,000 | 114,000 | 114,611 | 114,611 | 373,304 CHF | 374,450 CHF | 98.61% | 98.61% |
| 13/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 371,230 CHF | 372,385 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 371,153 CHF | 372,309 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 114,000 | 114,000 | 114,636 | 114,636 | 373,749 CHF | 374,896 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 371,025 CHF | 372,184 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 373,657 CHF | 374,803 CHF | 100.00% | 100.00% |
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