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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 | 0.57% | 1.74 CHF | 1.75 CHF | 196,000 | 196,000 | 195,986 | 195,986 | 341,677 CHF | 343,636 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 196,000 | 196,000 | 193,123 | 193,123 | 342,792 CHF | 344,724 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 192,000 | 192,000 | 193,847 | 193,847 | 342,102 CHF | 344,040 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 192,000 | 192,000 | 190,953 | 190,953 | 346,885 CHF | 348,794 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 350,372 CHF | 352,252 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 188,000 | 188,000 | 190,131 | 190,131 | 346,166 CHF | 348,068 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 192,000 | 192,000 | 191,938 | 191,938 | 345,482 CHF | 347,401 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 192,000 | 192,000 | 189,076 | 189,076 | 345,109 CHF | 346,999 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 183,000 | 183,000 | 182,388 | 182,388 | 352,491 CHF | 354,315 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 183,000 | 183,000 | 181,976 | 181,976 | 353,406 CHF | 355,226 CHF | 99.20% | 99.20% |
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