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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 | 0.72% | 1.35 CHF | 1.36 CHF | 83,000 | 83,000 | 82,986 | 82,986 | 115,341 CHF | 116,171 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 83,000 | 83,000 | 83,015 | 83,015 | 112,578 CHF | 113,408 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 81,000 | 81,000 | 81,960 | 81,960 | 118,124 CHF | 118,943 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 83,000 | 83,000 | 81,347 | 81,347 | 119,427 CHF | 120,240 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.71% | 1.46 CHF | 1.47 CHF | 81,000 | 81,000 | 82,676 | 82,676 | 115,451 CHF | 116,278 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 83,000 | 83,000 | 84,509 | 84,509 | 108,727 CHF | 109,572 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.75% | 1.22 CHF | 1.23 CHF | 85,000 | 85,000 | 83,328 | 83,328 | 110,096 CHF | 110,930 CHF | 99.86% | 99.86% |
| 11/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 81,000 | 81,000 | 81,069 | 81,069 | 119,813 CHF | 120,623 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 83,000 | 83,000 | 79,156 | 79,156 | 119,203 CHF | 120,015 CHF | 98.71% | 98.71% |
| 07/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 77,000 | 77,000 | 77,268 | 77,268 | 141,235 CHF | 142,007 CHF | 100.00% | 100.00% |
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