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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% | 4.55 CHF | 4.56 CHF | 42,000 | 42,000 | 41,326 | 41,326 | 189,267 CHF | 189,680 CHF | 99.42% | 99.42% |
| 19/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 42,000 | 42,000 | 42,165 | 42,165 | 187,882 CHF | 188,304 CHF | 97.93% | 97.93% |
| 18/11/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 41,000 | 41,000 | 40,509 | 40,509 | 192,678 CHF | 193,083 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.20% | 4.79 CHF | 4.80 CHF | 40,000 | 40,000 | 39,055 | 39,055 | 191,279 CHF | 191,670 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 39,000 | 39,000 | 39,050 | 39,050 | 190,608 CHF | 190,999 CHF | 98.65% | 98.65% |
| 13/11/2024 | 0.21% | 4.76 CHF | 4.77 CHF | 40,000 | 40,000 | 39,826 | 39,826 | 190,642 CHF | 191,040 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 40,000 | 40,000 | 39,776 | 39,776 | 190,818 CHF | 191,216 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 190,392 CHF | 190,791 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 40,000 | 40,000 | 40,270 | 40,270 | 188,031 CHF | 188,434 CHF | 98.60% | 98.60% |
| 07/11/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 40,000 | 40,000 | 39,756 | 39,756 | 190,334 CHF | 190,732 CHF | 100.00% | 100.00% |
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