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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 | 0.61% | 1.62 CHF | 1.63 CHF | 196,000 | 196,000 | 193,123 | 193,123 | 316,659 CHF | 318,590 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 192,000 | 192,000 | 193,847 | 193,847 | 316,286 CHF | 318,224 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 192,000 | 192,000 | 190,953 | 190,953 | 321,540 CHF | 323,449 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 325,245 CHF | 327,125 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 188,000 | 188,000 | 190,131 | 190,131 | 320,636 CHF | 322,537 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 192,000 | 192,000 | 191,938 | 191,938 | 319,707 CHF | 321,627 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 192,000 | 192,000 | 189,076 | 189,076 | 319,887 CHF | 321,778 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 183,000 | 183,000 | 182,388 | 182,388 | 327,943 CHF | 329,767 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 183,000 | 183,000 | 181,975 | 181,975 | 328,548 CHF | 330,367 CHF | 99.20% | 99.20% |
| 07/11/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 175,000 | 175,000 | 173,175 | 173,175 | 337,312 CHF | 339,044 CHF | 100.00% | 100.00% |
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