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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 | 0.35% | 2.81 CHF | 2.82 CHF | 164,000 | 164,000 | 79,375 | 79,375 | 228,135 CHF | 228,931 CHF | 99.89% | 99.89% |
| 19/11/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 164,000 | 164,000 | 80,055 | 80,055 | 228,037 CHF | 228,839 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.36% | 2.93 CHF | 2.94 CHF | 162,000 | 162,000 | 78,602 | 78,602 | 223,355 CHF | 224,142 CHF | 99.85% | 99.85% |
| 15/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 166,000 | 166,000 | 80,592 | 80,592 | 226,124 CHF | 226,931 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 162,000 | 162,000 | 77,111 | 77,111 | 228,245 CHF | 229,017 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 160,000 | 160,000 | 77,553 | 77,553 | 237,163 CHF | 237,940 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 158,000 | 158,000 | 75,063 | 75,063 | 238,389 CHF | 239,141 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 154,000 | 154,000 | 74,339 | 74,339 | 240,446 CHF | 241,191 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 154,000 | 154,000 | 73,248 | 73,248 | 242,848 CHF | 243,582 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.32% | 3.26 CHF | 3.27 CHF | 154,000 | 154,000 | 75,660 | 75,660 | 243,212 CHF | 243,972 CHF | 100.00% | 100.00% |
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