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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 | 0.29% | 3.43 CHF | 3.44 CHF | 75,000 | 75,000 | 74,378 | 74,378 | 256,765 CHF | 257,509 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 76,000 | 76,000 | 75,239 | 75,239 | 254,715 CHF | 255,468 CHF | 98.72% | 98.72% |
| 18/11/2024 | 0.31% | 3.39 CHF | 3.40 CHF | 76,000 | 76,000 | 76,921 | 76,921 | 252,290 CHF | 253,060 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 77,000 | 77,000 | 77,430 | 77,430 | 256,641 CHF | 257,415 CHF | 70.86% | 70.86% |
| 14/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 76,000 | 76,000 | 75,594 | 75,594 | 255,477 CHF | 256,234 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 77,000 | 77,000 | 76,525 | 76,525 | 253,057 CHF | 253,823 CHF | 99.83% | 99.83% |
| 12/11/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 78,000 | 78,000 | 76,339 | 76,339 | 254,014 CHF | 254,778 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 78,000 | 78,000 | 75,883 | 75,883 | 256,311 CHF | 257,070 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 76,000 | 76,000 | 74,451 | 74,451 | 262,115 CHF | 262,860 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 74,000 | 74,000 | 74,400 | 74,400 | 263,555 CHF | 264,300 CHF | 100.00% | 100.00% |
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