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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 | 0.25% | 4.03 CHF | 4.04 CHF | 104,000 | 104,000 | 102,739 | 102,739 | 408,031 CHF | 409,058 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 406,555 CHF | 407,583 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 414,749 CHF | 415,780 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 373,101 CHF | 374,088 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.27% | 3.58 CHF | 3.59 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 351,456 CHF | 352,423 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 103,000 | 103,000 | 102,416 | 102,416 | 408,667 CHF | 409,691 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 102,000 | 102,000 | 100,022 | 100,022 | 389,711 CHF | 390,713 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 399,120 CHF | 400,133 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 414,105 CHF | 415,133 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 417,051 CHF | 418,077 CHF | 100.00% | 100.00% |
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