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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 | 0.23% | 4.40 CHF | 4.41 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 446,042 CHF | 447,070 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 444,536 CHF | 445,564 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 452,993 CHF | 454,024 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 100,000 | 100,000 | 98,717 | 98,717 | 409,803 CHF | 410,790 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 387,327 CHF | 388,294 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 103,000 | 103,000 | 102,416 | 102,416 | 446,679 CHF | 447,703 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 426,840 CHF | 427,842 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 436,791 CHF | 437,804 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 452,354 CHF | 453,381 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 455,429 CHF | 456,455 CHF | 100.00% | 100.00% |
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