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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 | 0.87% | 1.15 CHF | 1.15 CHF | 91,000 | 93,000 | 91,146 | 91,146 | 103,731 CHF | 104,642 CHF | 0.96% | 97.34% |
| 22/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 93,000 | 93,000 | 90,729 | 90,729 | 99,543 CHF | 100,450 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 93,000 | 93,000 | 90,519 | 90,519 | 100,837 CHF | 101,743 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 93,000 | 93,000 | 90,418 | 90,418 | 99,615 CHF | 100,519 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 93,000 | 93,000 | 90,530 | 90,530 | 100,259 CHF | 101,164 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 93,000 | 93,000 | 90,422 | 90,422 | 99,911 CHF | 100,816 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 93,000 | 93,000 | 91,593 | 91,593 | 97,948 CHF | 98,863 CHF | 99.34% | 99.34% |
| 13/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 93,000 | 93,000 | 90,757 | 90,757 | 99,304 CHF | 100,211 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 93,000 | 93,000 | 90,142 | 90,142 | 99,856 CHF | 100,757 CHF | 98.86% | 100.00% |
| 11/11/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 91,000 | 91,000 | 86,765 | 86,765 | 102,407 CHF | 103,275 CHF | 99.93% | 99.93% |
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