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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 183,000 | 183,000 | 101,098 | 101,098 | 489,081 CHF | 490,094 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 188,000 | 188,000 | 101,966 | 101,966 | 485,305 CHF | 486,328 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 185,000 | 185,000 | 102,504 | 102,504 | 487,142 CHF | 488,169 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.22% | 4.79 CHF | 4.80 CHF | 185,000 | 185,000 | 102,565 | 102,565 | 484,083 CHF | 485,111 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 188,000 | 188,000 | 103,028 | 103,028 | 485,220 CHF | 486,253 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.22% | 4.74 CHF | 4.75 CHF | 188,000 | 188,000 | 103,073 | 103,073 | 484,001 CHF | 485,034 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 190,000 | 190,000 | 104,288 | 104,288 | 480,747 CHF | 481,792 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 190,000 | 190,000 | 104,298 | 104,298 | 481,649 CHF | 482,694 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 190,000 | 190,000 | 103,594 | 103,594 | 481,314 CHF | 482,352 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 190,000 | 190,000 | 103,939 | 103,939 | 488,032 CHF | 489,073 CHF | 100.00% | 100.00% |
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