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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% | 4.83 CHF | 4.84 CHF | 193,000 | 193,000 | 61,678 | 61,678 | 297,424 CHF | 298,046 CHF | 99.89% | 99.89% |
| 19/11/2024 | 0.23% | 4.61 CHF | 4.62 CHF | 199,000 | 199,000 | 63,556 | 63,556 | 289,224 CHF | 289,860 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.24% | 4.51 CHF | 4.52 CHF | 200,000 | 200,000 | 63,762 | 63,762 | 279,074 CHF | 279,712 CHF | 99.87% | 99.87% |
| 15/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 210,000 | 210,000 | 65,024 | 65,024 | 285,336 CHF | 285,987 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 200,000 | 200,000 | 63,734 | 63,734 | 285,768 CHF | 286,406 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 200,000 | 200,000 | 66,079 | 66,079 | 288,359 CHF | 289,021 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 210,000 | 210,000 | 66,993 | 66,993 | 282,761 CHF | 283,432 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.25% | 4.16 CHF | 4.17 CHF | 210,000 | 210,000 | 67,008 | 67,008 | 276,148 CHF | 276,819 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 220,000 | 220,000 | 69,715 | 69,715 | 282,200 CHF | 282,898 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.26% | 4.00 CHF | 4.01 CHF | 220,000 | 220,000 | 70,132 | 70,132 | 277,207 CHF | 277,909 CHF | 100.00% | 100.00% |
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