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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% | 7.71 CHF | 7.72 CHF | 51,000 | 51,000 | 20,448 | 20,448 | 158,340 CHF | 158,638 CHF | 99.75% | 99.75% |
| 19/11/2024 | 0.24% | 7.65 CHF | 7.66 CHF | 52,000 | 52,000 | 20,965 | 20,965 | 157,003 CHF | 157,309 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.24% | 7.52 CHF | 7.53 CHF | 52,000 | 52,000 | 20,445 | 20,445 | 150,972 CHF | 151,266 CHF | 99.82% | 99.82% |
| 15/11/2024 | 0.23% | 7.50 CHF | 7.51 CHF | 52,000 | 52,000 | 20,049 | 20,049 | 155,130 CHF | 155,419 CHF | 98.78% | 98.78% |
| 14/11/2024 | 0.22% | 8.17 CHF | 8.18 CHF | 49,000 | 49,000 | 19,451 | 19,451 | 159,067 CHF | 159,349 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.22% | 8.05 CHF | 8.06 CHF | 50,000 | 50,000 | 19,511 | 19,511 | 160,775 CHF | 161,057 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.25% | 8.40 CHF | 8.41 CHF | 49,000 | 49,000 | 18,157 | 18,157 | 154,134 CHF | 154,391 CHF | 95.68% | 99.61% |
| 11/11/2024 | 0.20% | 8.62 CHF | 8.63 CHF | 48,000 | 48,000 | 18,666 | 18,666 | 163,706 CHF | 163,975 CHF | 99.48% | 99.48% |
| 08/11/2024 | 0.20% | 8.83 CHF | 8.84 CHF | 47,000 | 47,000 | 18,328 | 18,328 | 164,769 CHF | 165,034 CHF | 99.87% | 99.87% |
| 07/11/2024 | 0.39% | 9.32 CHF | 9.33 CHF | 45,000 | 45,000 | 14,289 | 14,289 | 126,730 CHF | 126,990 CHF | 97.52% | 97.52% |
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