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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 | 0.86% | 1.13 CHF | 1.14 CHF | 196,000 | 196,000 | 193,123 | 193,123 | 223,405 CHF | 225,337 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 192,000 | 192,000 | 193,847 | 193,847 | 222,125 CHF | 224,064 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 192,000 | 192,000 | 190,953 | 190,953 | 228,913 CHF | 230,823 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 234,314 CHF | 236,194 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 1.25 CHF | 1.26 CHF | 188,000 | 188,000 | 190,131 | 190,131 | 228,605 CHF | 230,506 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 192,000 | 192,000 | 191,938 | 191,938 | 227,236 CHF | 229,156 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 192,000 | 192,000 | 189,076 | 189,076 | 228,572 CHF | 230,463 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 183,000 | 183,000 | 182,388 | 182,388 | 240,238 CHF | 242,062 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 183,000 | 183,000 | 181,975 | 181,975 | 240,866 CHF | 242,685 CHF | 99.20% | 99.20% |
| 07/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 175,000 | 175,000 | 173,175 | 173,175 | 253,804 CHF | 255,536 CHF | 100.00% | 100.00% |
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