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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% | 3.10 CHF | 3.11 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 312,354 CHF | 313,382 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 103,000 | 103,000 | 102,766 | 102,766 | 310,957 CHF | 311,984 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.32% | 3.02 CHF | 3.03 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 318,464 CHF | 319,496 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 280,780 CHF | 281,767 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 261,157 CHF | 262,124 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 312,934 CHF | 313,958 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 296,294 CHF | 297,296 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 304,330 CHF | 305,343 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 317,837 CHF | 318,864 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 320,494 CHF | 321,521 CHF | 100.00% | 100.00% |
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