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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 | 0.76% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 99,440 | 99,440 | 130,859 CHF | 131,854 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 98,000 | 98,000 | 96,961 | 96,961 | 132,326 CHF | 133,296 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 133,211 CHF | 134,171 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 94,000 | 94,000 | 94,138 | 94,138 | 132,539 CHF | 133,480 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 94,000 | 94,000 | 95,359 | 95,359 | 133,096 CHF | 134,050 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 96,000 | 96,000 | 95,138 | 95,138 | 132,649 CHF | 133,601 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 96,000 | 96,000 | 94,320 | 94,320 | 132,720 CHF | 133,664 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 94,000 | 94,000 | 93,998 | 93,998 | 134,569 CHF | 135,509 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 96,000 | 96,000 | 95,519 | 95,519 | 133,776 CHF | 134,731 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 94,000 | 94,000 | 93,996 | 93,996 | 134,845 CHF | 135,785 CHF | 100.00% | 100.00% |
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