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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 | 0.25% | 4.02 CHF | 4.03 CHF | 42,000 | 42,000 | 41,326 | 41,326 | 167,348 CHF | 167,762 CHF | 99.42% | 99.42% |
| 19/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 42,000 | 42,000 | 42,166 | 42,166 | 165,453 CHF | 165,874 CHF | 97.92% | 97.92% |
| 18/11/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 41,000 | 41,000 | 40,510 | 40,510 | 171,146 CHF | 171,551 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 40,000 | 40,000 | 39,055 | 39,055 | 170,466 CHF | 170,857 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 39,000 | 39,000 | 39,051 | 39,051 | 169,840 CHF | 170,230 CHF | 98.57% | 98.57% |
| 13/11/2024 | 0.23% | 4.23 CHF | 4.24 CHF | 40,000 | 40,000 | 39,826 | 39,826 | 169,450 CHF | 169,848 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.23% | 4.16 CHF | 4.17 CHF | 40,000 | 40,000 | 39,776 | 39,776 | 169,663 CHF | 170,060 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 169,110 CHF | 169,509 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 40,000 | 40,000 | 40,270 | 40,270 | 166,546 CHF | 166,949 CHF | 98.60% | 98.60% |
| 07/11/2024 | 0.23% | 4.18 CHF | 4.19 CHF | 40,000 | 40,000 | 39,757 | 39,757 | 169,044 CHF | 169,441 CHF | 100.00% | 100.00% |
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