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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.22% | 8.60 CHF | 8.61 CHF | 48,000 | 48,000 | 19,096 | 19,096 | 161,709 CHF | 161,986 CHF | 99.55% | 99.55% |
| 22/11/2024 | 0.23% | 8.11 CHF | 8.12 CHF | 50,000 | 50,000 | 19,836 | 19,836 | 158,467 CHF | 158,754 CHF | 99.90% | 99.90% |
| 20/11/2024 | 0.23% | 7.80 CHF | 7.81 CHF | 51,000 | 51,000 | 20,447 | 20,447 | 160,113 CHF | 160,411 CHF | 99.75% | 99.75% |
| 19/11/2024 | 0.24% | 7.73 CHF | 7.74 CHF | 52,000 | 52,000 | 20,967 | 20,967 | 158,807 CHF | 159,113 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.24% | 7.61 CHF | 7.62 CHF | 52,000 | 52,000 | 20,466 | 20,466 | 152,870 CHF | 153,165 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.22% | 7.59 CHF | 7.60 CHF | 52,000 | 52,000 | 20,059 | 20,059 | 156,979 CHF | 157,268 CHF | 98.81% | 98.81% |
| 14/11/2024 | 0.22% | 8.26 CHF | 8.27 CHF | 49,000 | 49,000 | 19,451 | 19,451 | 160,836 CHF | 161,118 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 8.15 CHF | 8.16 CHF | 50,000 | 50,000 | 19,513 | 19,513 | 162,565 CHF | 162,848 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.25% | 8.50 CHF | 8.51 CHF | 49,000 | 49,000 | 18,128 | 18,128 | 155,545 CHF | 155,802 CHF | 95.89% | 99.82% |
| 11/11/2024 | 0.20% | 8.71 CHF | 8.72 CHF | 48,000 | 48,000 | 18,699 | 18,699 | 165,741 CHF | 166,011 CHF | 99.59% | 99.59% |
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