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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 | 1.39% | 1.33 CHF | 1.34 CHF | 128,000 | 128,000 | 57,247 | 57,247 | 74,325 CHF | 75,192 CHF | 99.90% | 99.90% |
| 19/11/2024 | 1.38% | 1.31 CHF | 1.32 CHF | 128,000 | 128,000 | 57,407 | 57,407 | 74,030 CHF | 74,899 CHF | 99.87% | 99.87% |
| 18/11/2024 | 1.38% | 1.32 CHF | 1.33 CHF | 128,000 | 128,000 | 57,244 | 57,244 | 74,538 CHF | 75,405 CHF | 99.90% | 99.90% |
| 15/11/2024 | 1.23% | 1.38 CHF | 1.39 CHF | 126,000 | 126,000 | 55,511 | 55,511 | 79,404 CHF | 80,243 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.18% | 1.49 CHF | 1.50 CHF | 122,000 | 122,000 | 54,457 | 54,457 | 81,509 CHF | 82,332 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.14% | 1.52 CHF | 1.53 CHF | 122,000 | 122,000 | 53,788 | 53,788 | 83,533 CHF | 84,345 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.05% | 1.67 CHF | 1.68 CHF | 118,000 | 118,000 | 52,506 | 52,506 | 88,699 CHF | 89,492 CHF | 99.89% | 99.89% |
| 11/11/2024 | 1.07% | 1.75 CHF | 1.76 CHF | 116,000 | 116,000 | 52,680 | 52,680 | 89,827 CHF | 90,628 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.06% | 1.63 CHF | 1.64 CHF | 120,000 | 120,000 | 53,497 | 53,497 | 89,700 CHF | 90,509 CHF | 98.93% | 98.93% |
| 07/11/2024 | 2.02% | 1.67 CHF | 1.68 CHF | 118,000 | 118,000 | 39,349 | 39,349 | 63,417 CHF | 64,156 CHF | 99.98% | 99.98% |
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