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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% | 4.56 CHF | 4.57 CHF | 193,000 | 193,000 | 61,680 | 61,680 | 281,078 CHF | 281,699 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.24% | 4.34 CHF | 4.35 CHF | 199,000 | 199,000 | 63,556 | 63,556 | 272,384 CHF | 273,020 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.25% | 4.25 CHF | 4.26 CHF | 200,000 | 200,000 | 63,766 | 63,766 | 262,157 CHF | 262,795 CHF | 99.87% | 99.87% |
| 15/11/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 210,000 | 210,000 | 65,017 | 65,017 | 268,036 CHF | 268,687 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 200,000 | 200,000 | 63,771 | 63,771 | 268,958 CHF | 269,597 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.25% | 4.14 CHF | 4.15 CHF | 200,000 | 200,000 | 66,079 | 66,079 | 270,888 CHF | 271,550 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 3.96 CHF | 3.97 CHF | 210,000 | 210,000 | 66,992 | 66,992 | 265,056 CHF | 265,727 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.27% | 3.89 CHF | 3.90 CHF | 210,000 | 210,000 | 66,982 | 66,982 | 258,397 CHF | 259,067 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 220,000 | 220,000 | 69,715 | 69,715 | 263,995 CHF | 264,693 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.28% | 3.74 CHF | 3.75 CHF | 220,000 | 220,000 | 70,132 | 70,132 | 258,893 CHF | 259,596 CHF | 100.00% | 100.00% |
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