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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% | 7.99 CHF | 8.00 CHF | 51,000 | 51,000 | 20,449 | 20,449 | 164,162 CHF | 164,460 CHF | 99.76% | 99.76% |
| 19/11/2024 | 0.23% | 7.93 CHF | 7.94 CHF | 52,000 | 52,000 | 20,966 | 20,966 | 162,926 CHF | 163,231 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.24% | 7.81 CHF | 7.82 CHF | 52,000 | 52,000 | 20,469 | 20,469 | 156,926 CHF | 157,221 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.22% | 7.79 CHF | 7.80 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 160,930 CHF | 161,218 CHF | 98.81% | 98.81% |
| 14/11/2024 | 0.21% | 8.46 CHF | 8.47 CHF | 49,000 | 49,000 | 19,456 | 19,456 | 164,723 CHF | 165,004 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 8.34 CHF | 8.35 CHF | 50,000 | 50,000 | 19,510 | 19,510 | 166,391 CHF | 166,673 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.24% | 8.69 CHF | 8.70 CHF | 49,000 | 49,000 | 18,127 | 18,127 | 159,104 CHF | 159,361 CHF | 95.89% | 99.82% |
| 11/11/2024 | 0.20% | 8.91 CHF | 8.92 CHF | 48,000 | 48,000 | 18,699 | 18,699 | 169,410 CHF | 169,679 CHF | 99.59% | 99.59% |
| 08/11/2024 | 0.19% | 9.12 CHF | 9.13 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 170,424 CHF | 170,689 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.37% | 9.61 CHF | 9.62 CHF | 45,000 | 45,000 | 14,458 | 14,458 | 132,490 CHF | 132,751 CHF | 98.05% | 98.05% |
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