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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 | 0.32% | 3.22 CHF | 3.23 CHF | 102,000 | 102,000 | 40,242 | 40,242 | 130,251 CHF | 130,656 CHF | 99.75% | 99.75% |
| 19/11/2024 | 0.33% | 3.19 CHF | 3.20 CHF | 104,000 | 104,000 | 41,862 | 41,862 | 130,277 CHF | 130,696 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.33% | 3.13 CHF | 3.14 CHF | 104,000 | 104,000 | 40,616 | 40,616 | 124,152 CHF | 124,559 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.31% | 3.12 CHF | 3.13 CHF | 104,000 | 104,000 | 40,302 | 40,302 | 130,289 CHF | 130,693 CHF | 99.18% | 99.18% |
| 14/11/2024 | 0.30% | 3.45 CHF | 3.46 CHF | 98,000 | 98,000 | 38,911 | 38,911 | 134,363 CHF | 134,753 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 100,000 | 100,000 | 39,021 | 39,021 | 136,138 CHF | 136,529 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.38% | 3.57 CHF | 3.58 CHF | 98,000 | 98,000 | 36,059 | 36,059 | 130,297 CHF | 130,665 CHF | 95.74% | 99.67% |
| 11/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 96,000 | 96,000 | 36,706 | 36,706 | 137,824 CHF | 138,191 CHF | 99.58% | 99.58% |
| 08/11/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 94,000 | 94,000 | 36,251 | 36,251 | 140,274 CHF | 140,637 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.52% | 4.04 CHF | 4.05 CHF | 90,000 | 90,000 | 28,559 | 28,559 | 109,092 CHF | 109,464 CHF | 98.04% | 98.04% |
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