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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% | 4.46 CHF | 4.47 CHF | 168,000 | 168,000 | 74,844 | 74,844 | 339,275 CHF | 340,026 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.23% | 4.54 CHF | 4.55 CHF | 168,000 | 168,000 | 75,409 | 75,409 | 336,184 CHF | 336,940 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 166,000 | 166,000 | 74,328 | 74,328 | 340,712 CHF | 341,456 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.21% | 4.62 CHF | 4.63 CHF | 166,000 | 166,000 | 71,670 | 71,670 | 342,087 CHF | 342,809 CHF | 99.69% | 99.69% |
| 14/11/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 160,000 | 160,000 | 69,676 | 69,676 | 352,237 CHF | 352,935 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 4.96 CHF | 4.97 CHF | 160,000 | 160,000 | 72,223 | 72,223 | 350,408 CHF | 351,131 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.22% | 4.69 CHF | 4.70 CHF | 164,000 | 164,000 | 73,234 | 73,234 | 345,123 CHF | 345,857 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 164,000 | 164,000 | 72,754 | 72,754 | 346,208 CHF | 346,937 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.21% | 4.76 CHF | 4.77 CHF | 164,000 | 164,000 | 73,305 | 73,305 | 349,595 CHF | 350,329 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.22% | 4.83 CHF | 4.84 CHF | 164,000 | 164,000 | 73,572 | 73,572 | 349,546 CHF | 350,284 CHF | 99.33% | 99.33% |
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