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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 | 0.33% | 3.11 CHF | 3.12 CHF | 102,000 | 102,000 | 40,243 | 40,243 | 126,009 CHF | 126,414 CHF | 99.75% | 99.75% |
| 19/11/2024 | 0.34% | 3.09 CHF | 3.10 CHF | 104,000 | 104,000 | 41,863 | 41,863 | 125,894 CHF | 126,313 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.35% | 3.02 CHF | 3.03 CHF | 104,000 | 104,000 | 40,618 | 40,618 | 119,909 CHF | 120,315 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.32% | 3.01 CHF | 3.02 CHF | 104,000 | 104,000 | 40,302 | 40,302 | 126,004 CHF | 126,408 CHF | 99.18% | 99.18% |
| 14/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 98,000 | 98,000 | 38,902 | 38,902 | 130,187 CHF | 130,576 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 100,000 | 100,000 | 39,019 | 39,019 | 131,958 CHF | 132,349 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.39% | 3.46 CHF | 3.47 CHF | 98,000 | 98,000 | 36,058 | 36,058 | 126,457 CHF | 126,825 CHF | 95.74% | 99.67% |
| 11/11/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 96,000 | 96,000 | 36,651 | 36,651 | 133,699 CHF | 134,066 CHF | 99.48% | 99.48% |
| 08/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 94,000 | 94,000 | 36,252 | 36,252 | 136,429 CHF | 136,792 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.54% | 3.93 CHF | 3.94 CHF | 90,000 | 90,000 | 28,397 | 28,397 | 105,427 CHF | 105,798 CHF | 97.78% | 97.78% |
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