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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 | 0.22% | 4.48 CHF | 4.49 CHF | 75,000 | 75,000 | 74,378 | 74,378 | 334,824 CHF | 335,569 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 76,000 | 76,000 | 75,238 | 75,238 | 333,429 CHF | 334,182 CHF | 98.71% | 98.71% |
| 18/11/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 76,000 | 76,000 | 76,921 | 76,921 | 333,154 CHF | 333,924 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 77,000 | 77,000 | 77,458 | 77,458 | 338,221 CHF | 338,996 CHF | 70.95% | 70.95% |
| 14/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 76,000 | 76,000 | 75,584 | 75,584 | 335,057 CHF | 335,813 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 77,000 | 77,000 | 76,539 | 76,539 | 333,146 CHF | 333,912 CHF | 99.69% | 99.69% |
| 12/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 78,000 | 78,000 | 76,345 | 76,345 | 333,782 CHF | 334,546 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 78,000 | 78,000 | 75,894 | 75,894 | 335,395 CHF | 336,155 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 76,000 | 76,000 | 74,447 | 74,447 | 338,973 CHF | 339,718 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 74,000 | 74,000 | 74,413 | 74,413 | 340,676 CHF | 341,421 CHF | 100.00% | 100.00% |
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