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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% | 8.09 CHF | 8.10 CHF | 51,000 | 51,000 | 20,447 | 20,447 | 166,166 CHF | 166,464 CHF | 99.75% | 99.75% |
| 19/11/2024 | 0.23% | 8.03 CHF | 8.04 CHF | 52,000 | 52,000 | 20,967 | 20,967 | 164,988 CHF | 165,294 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.23% | 7.91 CHF | 7.92 CHF | 52,000 | 52,000 | 20,466 | 20,466 | 158,939 CHF | 159,234 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.22% | 7.89 CHF | 7.90 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 162,926 CHF | 163,214 CHF | 98.81% | 98.81% |
| 14/11/2024 | 0.21% | 8.56 CHF | 8.57 CHF | 49,000 | 49,000 | 19,454 | 19,454 | 166,635 CHF | 166,917 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 8.44 CHF | 8.45 CHF | 50,000 | 50,000 | 19,512 | 19,512 | 168,322 CHF | 168,605 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.24% | 8.79 CHF | 8.80 CHF | 49,000 | 49,000 | 18,123 | 18,123 | 160,836 CHF | 161,093 CHF | 95.89% | 99.82% |
| 11/11/2024 | 0.19% | 9.01 CHF | 9.02 CHF | 48,000 | 48,000 | 18,698 | 18,698 | 171,229 CHF | 171,499 CHF | 99.59% | 99.59% |
| 08/11/2024 | 0.19% | 9.22 CHF | 9.23 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 172,199 CHF | 172,464 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.37% | 9.71 CHF | 9.72 CHF | 45,000 | 45,000 | 14,458 | 14,458 | 133,891 CHF | 134,152 CHF | 98.05% | 98.05% |
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