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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 | 0.34% | 2.91 CHF | 2.92 CHF | 164,000 | 164,000 | 79,375 | 79,375 | 236,214 CHF | 237,010 CHF | 99.89% | 99.89% |
| 19/11/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 164,000 | 164,000 | 80,053 | 80,053 | 236,166 CHF | 236,968 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.35% | 3.03 CHF | 3.04 CHF | 162,000 | 162,000 | 78,604 | 78,604 | 231,361 CHF | 232,149 CHF | 99.85% | 99.85% |
| 15/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 166,000 | 166,000 | 80,588 | 80,588 | 234,345 CHF | 235,152 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 162,000 | 162,000 | 77,117 | 77,117 | 236,169 CHF | 236,941 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 160,000 | 160,000 | 77,553 | 77,553 | 245,048 CHF | 245,824 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 158,000 | 158,000 | 75,063 | 75,063 | 245,996 CHF | 246,747 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 154,000 | 154,000 | 74,338 | 74,338 | 247,962 CHF | 248,706 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 3.41 CHF | 3.42 CHF | 154,000 | 154,000 | 73,247 | 73,247 | 250,195 CHF | 250,929 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.31% | 3.36 CHF | 3.37 CHF | 154,000 | 154,000 | 75,660 | 75,660 | 250,826 CHF | 251,586 CHF | 100.00% | 100.00% |
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