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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% | 3.85 CHF | 3.86 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 388,859 CHF | 389,886 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 103,000 | 103,000 | 102,766 | 102,766 | 387,378 CHF | 388,406 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 395,452 CHF | 396,484 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 354,603 CHF | 355,590 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 95,000 | 95,000 | 96,675 | 96,675 | 333,344 CHF | 334,311 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 389,454 CHF | 390,478 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 371,000 CHF | 372,002 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 380,116 CHF | 381,129 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 394,808 CHF | 395,836 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 397,710 CHF | 398,736 CHF | 100.00% | 100.00% |
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