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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 | 0.25% | 4.06 CHF | 4.07 CHF | 75,000 | 75,000 | 74,375 | 74,375 | 303,365 CHF | 304,109 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 76,000 | 76,000 | 75,227 | 75,227 | 301,686 CHF | 302,440 CHF | 98.72% | 98.72% |
| 18/11/2024 | 0.26% | 4.02 CHF | 4.03 CHF | 76,000 | 76,000 | 76,922 | 76,922 | 300,598 CHF | 301,368 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 77,000 | 77,000 | 77,460 | 77,460 | 305,454 CHF | 306,229 CHF | 70.78% | 70.78% |
| 14/11/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 76,000 | 76,000 | 75,600 | 75,600 | 303,073 CHF | 303,830 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.26% | 3.94 CHF | 3.95 CHF | 77,000 | 77,000 | 76,530 | 76,530 | 300,892 CHF | 301,658 CHF | 99.70% | 99.70% |
| 12/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 78,000 | 78,000 | 76,334 | 76,334 | 301,634 CHF | 302,398 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.25% | 3.91 CHF | 3.92 CHF | 78,000 | 78,000 | 75,886 | 75,886 | 303,537 CHF | 304,297 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 76,000 | 76,000 | 74,445 | 74,445 | 307,995 CHF | 308,740 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 74,000 | 74,000 | 74,371 | 74,371 | 309,466 CHF | 310,210 CHF | 100.00% | 100.00% |
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