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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 | 0.56% | 1.74 CHF | 1.75 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 198,239 CHF | 199,362 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 197,100 CHF | 198,230 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 196,499 CHF | 197,629 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 113,000 | 113,000 | 113,673 | 113,673 | 195,290 CHF | 196,427 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 114,000 | 114,000 | 114,611 | 114,611 | 191,415 CHF | 192,561 CHF | 98.53% | 98.53% |
| 13/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 187,937 CHF | 189,092 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 187,539 CHF | 188,695 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 191,795 CHF | 192,942 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 187,124 CHF | 188,283 CHF | 98.29% | 98.29% |
| 07/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 192,023 CHF | 193,168 CHF | 100.00% | 100.00% |
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