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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 | 0.32% | 3.09 CHF | 3.10 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 350,552 CHF | 351,675 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 350,233 CHF | 351,363 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 349,665 CHF | 350,795 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 113,000 | 113,000 | 113,673 | 113,673 | 349,308 CHF | 350,444 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 114,000 | 114,000 | 114,611 | 114,611 | 346,698 CHF | 347,844 CHF | 98.58% | 98.58% |
| 13/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 344,429 CHF | 345,584 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 344,350 CHF | 345,505 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 347,219 CHF | 348,366 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 344,160 CHF | 345,319 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 347,195 CHF | 348,340 CHF | 100.00% | 100.00% |
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