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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% | 8.29 CHF | 8.30 CHF | 51,000 | 51,000 | 20,446 | 20,446 | 170,169 CHF | 170,468 CHF | 99.75% | 99.75% |
| 19/11/2024 | 0.22% | 8.22 CHF | 8.23 CHF | 52,000 | 52,000 | 20,965 | 20,965 | 169,080 CHF | 169,386 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.23% | 8.10 CHF | 8.11 CHF | 52,000 | 52,000 | 20,466 | 20,466 | 162,957 CHF | 163,252 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.21% | 8.08 CHF | 8.09 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 166,875 CHF | 167,164 CHF | 98.81% | 98.81% |
| 14/11/2024 | 0.21% | 8.75 CHF | 8.76 CHF | 49,000 | 49,000 | 19,454 | 19,454 | 170,460 CHF | 170,741 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.20% | 8.64 CHF | 8.65 CHF | 50,000 | 50,000 | 19,511 | 19,511 | 172,120 CHF | 172,402 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.24% | 8.98 CHF | 8.99 CHF | 49,000 | 49,000 | 18,127 | 18,127 | 164,414 CHF | 164,671 CHF | 95.89% | 99.82% |
| 11/11/2024 | 0.19% | 9.20 CHF | 9.21 CHF | 48,000 | 48,000 | 18,698 | 18,698 | 174,869 CHF | 175,139 CHF | 99.59% | 99.59% |
| 08/11/2024 | 0.19% | 9.41 CHF | 9.42 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 175,746 CHF | 176,011 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.36% | 9.90 CHF | 9.91 CHF | 45,000 | 45,000 | 14,459 | 14,459 | 136,684 CHF | 136,945 CHF | 98.05% | 98.05% |
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