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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 | 0.43% | 4.58 CHF | 4.60 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 255,958 CHF | 257,060 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.46% | 4.40 CHF | 4.42 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 248,600 CHF | 249,739 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.45% | 4.43 CHF | 4.45 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 250,278 CHF | 251,416 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.45% | 4.42 CHF | 4.44 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 250,346 CHF | 251,468 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.44% | 4.50 CHF | 4.52 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 252,951 CHF | 254,071 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.44% | 4.56 CHF | 4.58 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 254,963 CHF | 256,076 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.42% | 4.57 CHF | 4.59 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 258,811 CHF | 259,913 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.41% | 4.81 CHF | 4.83 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 260,128 CHF | 261,208 CHF | 99.67% | 99.67% |
| 08/11/2024 | 0.43% | 4.69 CHF | 4.71 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 256,288 CHF | 257,389 CHF | 98.78% | 98.78% |
| 07/11/2024 | 0.43% | 4.68 CHF | 4.70 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 257,983 CHF | 259,084 CHF | 100.00% | 100.00% |
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