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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% | 7.56 CHF | 7.57 CHF | 51,000 | 51,000 | 20,449 | 20,449 | 155,386 CHF | 155,685 CHF | 99.75% | 99.75% |
| 19/11/2024 | 0.25% | 7.50 CHF | 7.51 CHF | 52,000 | 52,000 | 20,965 | 20,965 | 153,950 CHF | 154,255 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.25% | 7.38 CHF | 7.39 CHF | 52,000 | 52,000 | 20,469 | 20,469 | 148,124 CHF | 148,419 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.23% | 7.36 CHF | 7.37 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 152,306 CHF | 152,594 CHF | 98.81% | 98.81% |
| 14/11/2024 | 0.22% | 8.03 CHF | 8.04 CHF | 49,000 | 49,000 | 19,454 | 19,454 | 156,338 CHF | 156,620 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.22% | 7.91 CHF | 7.92 CHF | 50,000 | 50,000 | 19,509 | 19,509 | 158,025 CHF | 158,308 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 8.26 CHF | 8.27 CHF | 49,000 | 49,000 | 18,128 | 18,128 | 151,360 CHF | 151,616 CHF | 95.89% | 99.82% |
| 11/11/2024 | 0.21% | 8.48 CHF | 8.49 CHF | 48,000 | 48,000 | 18,700 | 18,700 | 161,453 CHF | 161,723 CHF | 99.59% | 99.59% |
| 08/11/2024 | 0.20% | 8.70 CHF | 8.71 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 162,659 CHF | 162,924 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.39% | 9.19 CHF | 9.20 CHF | 45,000 | 45,000 | 14,458 | 14,458 | 126,394 CHF | 126,655 CHF | 98.05% | 98.05% |
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