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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% | 7.61 CHF | 7.62 CHF | 51,000 | 51,000 | 20,449 | 20,449 | 156,394 CHF | 156,692 CHF | 99.76% | 99.76% |
| 19/11/2024 | 0.25% | 7.55 CHF | 7.56 CHF | 52,000 | 52,000 | 20,966 | 20,966 | 155,013 CHF | 155,319 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.25% | 7.43 CHF | 7.44 CHF | 52,000 | 52,000 | 20,447 | 20,447 | 149,024 CHF | 149,319 CHF | 99.82% | 99.82% |
| 15/11/2024 | 0.23% | 7.41 CHF | 7.42 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 153,298 CHF | 153,587 CHF | 98.81% | 98.81% |
| 14/11/2024 | 0.22% | 8.08 CHF | 8.09 CHF | 49,000 | 49,000 | 19,454 | 19,454 | 157,252 CHF | 157,534 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.22% | 7.96 CHF | 7.97 CHF | 50,000 | 50,000 | 19,511 | 19,511 | 158,936 CHF | 159,219 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 8.31 CHF | 8.32 CHF | 49,000 | 49,000 | 18,148 | 18,148 | 152,317 CHF | 152,574 CHF | 95.73% | 99.66% |
| 11/11/2024 | 0.21% | 8.53 CHF | 8.54 CHF | 48,000 | 48,000 | 18,661 | 18,661 | 161,907 CHF | 162,176 CHF | 99.46% | 99.46% |
| 08/11/2024 | 0.20% | 8.74 CHF | 8.75 CHF | 47,000 | 47,000 | 18,351 | 18,351 | 163,260 CHF | 163,525 CHF | 99.95% | 99.95% |
| 07/11/2024 | 0.39% | 9.23 CHF | 9.24 CHF | 45,000 | 45,000 | 14,278 | 14,278 | 125,292 CHF | 125,552 CHF | 97.49% | 97.49% |
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