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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 | 0.24% | 7.66 CHF | 7.67 CHF | 51,000 | 51,000 | 20,447 | 20,447 | 157,371 CHF | 157,669 CHF | 99.75% | 99.75% |
| 19/11/2024 | 0.24% | 7.60 CHF | 7.61 CHF | 52,000 | 52,000 | 20,965 | 20,965 | 155,985 CHF | 156,290 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.25% | 7.47 CHF | 7.48 CHF | 52,000 | 52,000 | 20,466 | 20,466 | 150,130 CHF | 150,425 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.23% | 7.45 CHF | 7.46 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 154,270 CHF | 154,558 CHF | 98.81% | 98.81% |
| 14/11/2024 | 0.22% | 8.13 CHF | 8.14 CHF | 49,000 | 49,000 | 19,455 | 19,455 | 158,244 CHF | 158,526 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.22% | 8.01 CHF | 8.02 CHF | 50,000 | 50,000 | 19,511 | 19,511 | 159,962 CHF | 160,245 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.25% | 8.36 CHF | 8.37 CHF | 49,000 | 49,000 | 18,127 | 18,127 | 153,126 CHF | 153,383 CHF | 95.89% | 99.82% |
| 11/11/2024 | 0.20% | 8.58 CHF | 8.59 CHF | 48,000 | 48,000 | 18,698 | 18,698 | 163,249 CHF | 163,519 CHF | 99.59% | 99.59% |
| 08/11/2024 | 0.20% | 8.79 CHF | 8.80 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 164,423 CHF | 164,688 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.39% | 9.29 CHF | 9.30 CHF | 45,000 | 45,000 | 14,458 | 14,458 | 127,785 CHF | 128,046 CHF | 98.05% | 98.05% |
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