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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 | 0.26% | 4.00 CHF | 4.01 CHF | 193,000 | 193,000 | 61,687 | 61,687 | 246,307 CHF | 246,928 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.28% | 3.78 CHF | 3.79 CHF | 199,000 | 199,000 | 63,553 | 63,553 | 236,653 CHF | 237,289 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.29% | 3.68 CHF | 3.69 CHF | 200,000 | 200,000 | 63,776 | 63,776 | 226,190 CHF | 226,828 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 210,000 | 210,000 | 65,018 | 65,018 | 231,239 CHF | 231,890 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 200,000 | 200,000 | 63,770 | 63,770 | 232,926 CHF | 233,565 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.29% | 3.58 CHF | 3.59 CHF | 200,000 | 200,000 | 66,051 | 66,051 | 233,649 CHF | 234,310 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 210,000 | 210,000 | 66,983 | 66,983 | 227,444 CHF | 228,115 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 210,000 | 210,000 | 67,005 | 67,005 | 220,993 CHF | 221,664 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 220,000 | 220,000 | 69,716 | 69,716 | 225,308 CHF | 226,006 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.33% | 3.19 CHF | 3.20 CHF | 220,000 | 220,000 | 70,130 | 70,130 | 219,976 CHF | 220,678 CHF | 100.00% | 100.00% |
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