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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.36% | 2.89 CHF | 2.92 CHF | 16,000 | 16,000 | 106,220 | 106,220 | 316,247 CHF | 317,319 CHF | 98.92% | 98.92% |
| 20/11/2024 | 0.35% | 2.98 CHF | 3.01 CHF | 17,000 | 17,000 | 106,235 | 106,235 | 321,179 CHF | 322,252 CHF | 98.90% | 98.90% |
| 19/11/2024 | 0.34% | 3.06 CHF | 3.09 CHF | 17,000 | 17,000 | 109,989 | 109,989 | 347,865 CHF | 348,976 CHF | 98.73% | 98.73% |
| 18/11/2024 | 0.33% | 3.19 CHF | 3.22 CHF | 18,000 | 18,000 | 109,137 | 109,137 | 346,918 CHF | 348,021 CHF | 98.94% | 98.94% |
| 15/11/2024 | 0.34% | 3.13 CHF | 3.16 CHF | 17,000 | 17,000 | 106,822 | 106,822 | 330,357 CHF | 331,436 CHF | 98.94% | 98.94% |
| 14/11/2024 | 0.36% | 2.90 CHF | 2.93 CHF | 16,000 | 16,000 | 103,250 | 103,250 | 299,642 CHF | 300,684 CHF | 98.85% | 98.85% |
| 13/11/2024 | 0.36% | 2.86 CHF | 2.89 CHF | 16,000 | 16,000 | 103,244 | 103,244 | 302,854 CHF | 303,896 CHF | 98.87% | 98.87% |
| 12/11/2024 | 0.36% | 2.93 CHF | 2.96 CHF | 16,000 | 16,000 | 103,312 | 103,312 | 301,814 CHF | 302,856 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.37% | 2.78 CHF | 2.81 CHF | 16,000 | 16,000 | 101,255 | 101,255 | 288,010 CHF | 289,032 CHF | 98.90% | 98.90% |
| 08/11/2024 | 0.36% | 2.94 CHF | 2.97 CHF | 16,000 | 16,000 | 104,247 | 104,247 | 310,605 CHF | 311,657 CHF | 97.81% | 97.81% |
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