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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 | 0.52% | 1.91 CHF | 1.92 CHF | 55,000 | 55,000 | 54,078 | 54,078 | 104,437 CHF | 104,978 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 55,000 | 55,000 | 53,905 | 53,905 | 104,268 CHF | 104,807 CHF | 98.87% | 98.87% |
| 18/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 54,000 | 54,000 | 53,494 | 53,494 | 105,204 CHF | 105,740 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 107,739 CHF | 108,279 CHF | 72.13% | 72.13% |
| 14/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 54,000 | 54,000 | 53,493 | 53,493 | 106,806 CHF | 107,341 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 54,000 | 54,000 | 53,489 | 53,489 | 105,770 CHF | 106,305 CHF | 99.31% | 99.31% |
| 12/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 54,000 | 54,000 | 53,491 | 53,491 | 106,970 CHF | 107,505 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 53,000 | 53,000 | 53,183 | 53,183 | 108,757 CHF | 109,289 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 54,000 | 54,000 | 53,457 | 53,457 | 109,082 CHF | 109,617 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 53,000 | 53,000 | 52,905 | 52,905 | 110,631 CHF | 111,160 CHF | 100.00% | 100.00% |
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