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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 | 1.19% | 1.55 CHF | 1.56 CHF | 128,000 | 128,000 | 57,249 | 57,249 | 87,145 CHF | 88,012 CHF | 99.90% | 99.90% |
| 19/11/2024 | 1.18% | 1.54 CHF | 1.55 CHF | 128,000 | 128,000 | 57,407 | 57,407 | 86,818 CHF | 87,687 CHF | 99.87% | 99.87% |
| 18/11/2024 | 1.18% | 1.55 CHF | 1.56 CHF | 128,000 | 128,000 | 57,245 | 57,245 | 87,383 CHF | 88,250 CHF | 99.90% | 99.90% |
| 15/11/2024 | 1.06% | 1.60 CHF | 1.61 CHF | 126,000 | 126,000 | 55,510 | 55,510 | 91,890 CHF | 92,729 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 1.71 CHF | 1.72 CHF | 122,000 | 122,000 | 54,461 | 54,461 | 93,726 CHF | 94,549 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 1.74 CHF | 1.75 CHF | 122,000 | 122,000 | 53,789 | 53,789 | 95,514 CHF | 96,326 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.93% | 1.89 CHF | 1.90 CHF | 118,000 | 118,000 | 52,508 | 52,508 | 100,388 CHF | 101,181 CHF | 99.89% | 99.89% |
| 11/11/2024 | 0.94% | 1.98 CHF | 1.99 CHF | 116,000 | 116,000 | 52,677 | 52,677 | 101,542 CHF | 102,343 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.94% | 1.85 CHF | 1.86 CHF | 120,000 | 120,000 | 53,498 | 53,498 | 101,495 CHF | 102,304 CHF | 98.89% | 98.89% |
| 07/11/2024 | 1.77% | 1.89 CHF | 1.90 CHF | 118,000 | 118,000 | 39,349 | 39,349 | 72,105 CHF | 72,844 CHF | 99.98% | 99.98% |
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