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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 365,000 | 365,000 | 201,711 | 201,711 | 338,357 CHF | 340,378 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 375,000 | 375,000 | 203,543 | 203,543 | 334,694 CHF | 336,737 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 370,000 | 370,000 | 204,947 | 204,947 | 336,758 CHF | 338,811 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 370,000 | 370,000 | 205,049 | 205,049 | 332,851 CHF | 334,907 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 375,000 | 375,000 | 205,822 | 205,822 | 332,965 CHF | 335,027 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 375,000 | 375,000 | 206,156 | 206,156 | 331,995 CHF | 334,060 CHF | 99.00% | 99.00% |
| 13/11/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 380,000 | 380,000 | 208,577 | 208,577 | 328,137 CHF | 330,226 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 380,000 | 380,000 | 209,200 | 209,200 | 330,136 CHF | 332,232 CHF | 98.95% | 98.95% |
| 11/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 380,000 | 380,000 | 207,178 | 207,178 | 330,186 CHF | 332,262 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 380,000 | 380,000 | 205,531 | 205,531 | 333,868 CHF | 335,927 CHF | 97.12% | 97.12% |
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