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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 | 0.23% | 4.33 CHF | 4.34 CHF | 168,000 | 168,000 | 74,844 | 74,844 | 329,088 CHF | 329,839 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.24% | 4.40 CHF | 4.41 CHF | 168,000 | 168,000 | 75,412 | 75,412 | 325,960 CHF | 326,716 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 166,000 | 166,000 | 74,329 | 74,329 | 330,591 CHF | 331,336 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 166,000 | 166,000 | 71,669 | 71,669 | 332,267 CHF | 332,989 CHF | 99.69% | 99.69% |
| 14/11/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 160,000 | 160,000 | 69,676 | 69,676 | 342,709 CHF | 343,408 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.22% | 4.82 CHF | 4.83 CHF | 160,000 | 160,000 | 72,223 | 72,223 | 340,601 CHF | 341,325 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 164,000 | 164,000 | 73,238 | 73,238 | 335,218 CHF | 335,951 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 164,000 | 164,000 | 72,758 | 72,758 | 336,400 CHF | 337,129 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 164,000 | 164,000 | 73,305 | 73,305 | 339,765 CHF | 340,499 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.22% | 4.70 CHF | 4.71 CHF | 164,000 | 164,000 | 73,573 | 73,573 | 339,676 CHF | 340,414 CHF | 99.33% | 99.33% |
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