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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% | 7.89 CHF | 7.90 CHF | 51,000 | 51,000 | 20,448 | 20,448 | 162,128 CHF | 162,426 CHF | 99.75% | 99.75% |
| 19/11/2024 | 0.24% | 7.83 CHF | 7.84 CHF | 52,000 | 52,000 | 20,965 | 20,965 | 160,866 CHF | 161,172 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.24% | 7.71 CHF | 7.72 CHF | 52,000 | 52,000 | 20,467 | 20,467 | 154,903 CHF | 155,198 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.22% | 7.69 CHF | 7.70 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 158,954 CHF | 159,243 CHF | 98.81% | 98.81% |
| 14/11/2024 | 0.22% | 8.36 CHF | 8.37 CHF | 49,000 | 49,000 | 19,454 | 19,454 | 162,785 CHF | 163,067 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 8.24 CHF | 8.25 CHF | 50,000 | 50,000 | 19,510 | 19,510 | 164,462 CHF | 164,744 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.25% | 8.59 CHF | 8.60 CHF | 49,000 | 49,000 | 18,127 | 18,127 | 157,319 CHF | 157,576 CHF | 95.89% | 99.82% |
| 11/11/2024 | 0.20% | 8.81 CHF | 8.82 CHF | 48,000 | 48,000 | 18,699 | 18,699 | 167,571 CHF | 167,841 CHF | 99.59% | 99.59% |
| 08/11/2024 | 0.19% | 9.02 CHF | 9.03 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 168,641 CHF | 168,907 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.38% | 9.52 CHF | 9.53 CHF | 45,000 | 45,000 | 14,458 | 14,458 | 131,093 CHF | 131,354 CHF | 98.05% | 98.05% |
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