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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% | 4.03 CHF | 4.04 CHF | 87,000 | 87,000 | 32,146 | 32,146 | 131,128 CHF | 131,450 CHF | 99.82% | 99.82% |
| 19/11/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 88,000 | 88,000 | 32,885 | 32,885 | 132,068 CHF | 132,398 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.26% | 4.07 CHF | 4.08 CHF | 87,000 | 87,000 | 32,895 | 32,895 | 131,408 CHF | 131,738 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 87,000 | 87,000 | 31,816 | 31,816 | 130,618 CHF | 130,937 CHF | 99.47% | 99.47% |
| 14/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 84,000 | 84,000 | 30,457 | 30,457 | 133,902 CHF | 134,207 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.22% | 4.34 CHF | 4.35 CHF | 84,000 | 84,000 | 30,731 | 30,731 | 138,282 CHF | 138,590 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.21% | 4.52 CHF | 4.53 CHF | 83,000 | 83,000 | 29,153 | 29,153 | 136,120 CHF | 136,412 CHF | 99.42% | 99.42% |
| 11/11/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 79,000 | 79,000 | 29,073 | 29,073 | 148,035 CHF | 148,327 CHF | 99.89% | 99.89% |
| 08/11/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 76,000 | 76,000 | 28,292 | 28,292 | 149,935 CHF | 150,218 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 76,000 | 76,000 | 28,436 | 28,436 | 152,071 CHF | 152,356 CHF | 99.76% | 99.76% |
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