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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 158,014 CHF | 159,006 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 158,781 CHF | 159,772 CHF | 99.76% | 99.76% |
| 20/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 158,744 CHF | 159,736 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 99,051 | 99,051 | 160,449 CHF | 161,440 CHF | 98.88% | 98.88% |
| 18/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 159,491 CHF | 160,483 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,070 CHF | 163,070 CHF | 72.07% | 72.07% |
| 14/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 160,821 CHF | 161,813 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 161,209 CHF | 162,201 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 160,135 CHF | 161,127 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 156,661 CHF | 157,653 CHF | 100.00% | 100.00% |
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