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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 | 0.23% | 4.40 CHF | 4.41 CHF | 183,000 | 183,000 | 101,066 | 101,066 | 442,952 CHF | 443,965 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 188,000 | 188,000 | 101,965 | 101,965 | 439,300 CHF | 440,323 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.24% | 4.35 CHF | 4.36 CHF | 185,000 | 185,000 | 102,504 | 102,504 | 441,041 CHF | 442,068 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.24% | 4.34 CHF | 4.35 CHF | 185,000 | 185,000 | 102,566 | 102,566 | 437,779 CHF | 438,808 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 188,000 | 188,000 | 103,029 | 103,029 | 438,682 CHF | 439,714 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.24% | 4.29 CHF | 4.30 CHF | 188,000 | 188,000 | 103,076 | 103,076 | 437,425 CHF | 438,458 CHF | 99.34% | 99.34% |
| 13/11/2024 | 0.25% | 4.18 CHF | 4.19 CHF | 190,000 | 190,000 | 104,288 | 104,288 | 433,955 CHF | 435,000 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 190,000 | 190,000 | 104,298 | 104,298 | 434,875 CHF | 435,920 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 190,000 | 190,000 | 103,594 | 103,594 | 435,006 CHF | 436,044 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 190,000 | 190,000 | 103,939 | 103,939 | 441,936 CHF | 442,977 CHF | 100.00% | 100.00% |
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