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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% | 2.98 CHF | 2.99 CHF | 87,000 | 87,000 | 32,144 | 32,144 | 97,317 CHF | 97,639 CHF | 99.82% | 99.82% |
| 19/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 88,000 | 88,000 | 32,885 | 32,885 | 97,639 CHF | 97,968 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.35% | 3.02 CHF | 3.03 CHF | 87,000 | 87,000 | 32,894 | 32,894 | 96,800 CHF | 97,130 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.33% | 2.93 CHF | 2.94 CHF | 87,000 | 87,000 | 31,815 | 31,815 | 97,058 CHF | 97,377 CHF | 99.47% | 99.47% |
| 14/11/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 84,000 | 84,000 | 30,457 | 30,457 | 101,816 CHF | 102,121 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.29% | 3.29 CHF | 3.30 CHF | 84,000 | 84,000 | 30,735 | 30,735 | 106,123 CHF | 106,431 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.27% | 3.48 CHF | 3.49 CHF | 83,000 | 83,000 | 29,153 | 29,153 | 105,636 CHF | 105,928 CHF | 99.42% | 99.42% |
| 11/11/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 79,000 | 79,000 | 29,070 | 29,070 | 117,709 CHF | 118,000 CHF | 99.89% | 99.89% |
| 08/11/2024 | 0.24% | 4.32 CHF | 4.33 CHF | 76,000 | 76,000 | 28,288 | 28,288 | 120,681 CHF | 120,964 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 76,000 | 76,000 | 28,435 | 28,435 | 122,679 CHF | 122,965 CHF | 99.76% | 99.76% |
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