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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 | 0.69% | 1.43 CHF | 1.44 CHF | 188,000 | 188,000 | 181,399 | 181,399 | 260,991 CHF | 262,805 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 188,000 | 188,000 | 182,153 | 182,153 | 261,800 CHF | 263,621 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 184,000 | 184,000 | 180,669 | 180,669 | 262,466 CHF | 264,273 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 186,000 | 186,000 | 180,982 | 180,982 | 261,765 CHF | 263,575 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 188,000 | 188,000 | 182,913 | 182,913 | 260,039 CHF | 261,868 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 194,000 | 194,000 | 188,351 | 188,351 | 256,509 CHF | 258,393 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 194,000 | 194,000 | 186,167 | 186,167 | 257,250 CHF | 259,112 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 190,000 | 190,000 | 183,308 | 183,308 | 258,619 CHF | 260,452 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 190,000 | 190,000 | 182,984 | 182,984 | 260,369 CHF | 262,199 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 184,000 | 184,000 | 178,850 | 178,850 | 262,436 CHF | 264,225 CHF | 98.21% | 98.21% |
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