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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% | 4.57 CHF | 4.58 CHF | 168,000 | 168,000 | 74,842 | 74,842 | 347,057 CHF | 347,808 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 168,000 | 168,000 | 75,412 | 75,412 | 344,026 CHF | 344,781 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 166,000 | 166,000 | 74,326 | 74,326 | 348,463 CHF | 349,208 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 166,000 | 166,000 | 71,670 | 71,670 | 349,519 CHF | 350,241 CHF | 99.69% | 99.69% |
| 14/11/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 160,000 | 160,000 | 69,676 | 69,676 | 359,501 CHF | 360,199 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 5.06 CHF | 5.07 CHF | 160,000 | 160,000 | 72,224 | 72,224 | 357,897 CHF | 358,621 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 164,000 | 164,000 | 73,239 | 73,239 | 352,720 CHF | 353,454 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 164,000 | 164,000 | 72,755 | 72,755 | 353,702 CHF | 354,430 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 164,000 | 164,000 | 73,304 | 73,304 | 357,093 CHF | 357,827 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.21% | 4.93 CHF | 4.94 CHF | 164,000 | 164,000 | 73,573 | 73,573 | 357,065 CHF | 357,803 CHF | 99.33% | 99.33% |
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