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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 | 0.84% | 1.16 CHF | 1.17 CHF | 196,000 | 196,000 | 193,123 | 193,123 | 229,259 CHF | 231,190 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 192,000 | 192,000 | 193,847 | 193,847 | 228,763 CHF | 230,701 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 192,000 | 192,000 | 190,953 | 190,953 | 235,241 CHF | 237,150 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 240,318 CHF | 242,198 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 188,000 | 188,000 | 190,131 | 190,131 | 234,811 CHF | 236,713 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 192,000 | 192,000 | 191,938 | 191,938 | 233,122 CHF | 235,042 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 192,000 | 192,000 | 189,076 | 189,076 | 234,342 CHF | 236,232 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 183,000 | 183,000 | 182,388 | 182,388 | 245,677 CHF | 247,501 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 183,000 | 183,000 | 181,975 | 181,975 | 246,709 CHF | 248,529 CHF | 99.18% | 99.18% |
| 07/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 175,000 | 175,000 | 173,175 | 173,175 | 259,363 CHF | 261,095 CHF | 100.00% | 100.00% |
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