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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 | 0.61% | 1.58 CHF | 1.59 CHF | 83,000 | 83,000 | 82,986 | 82,986 | 134,941 CHF | 135,771 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 83,000 | 83,000 | 83,015 | 83,015 | 132,175 CHF | 133,005 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 81,000 | 81,000 | 81,960 | 81,960 | 137,529 CHF | 138,349 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 83,000 | 83,000 | 81,347 | 81,347 | 138,615 CHF | 139,428 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.61% | 1.70 CHF | 1.71 CHF | 81,000 | 81,000 | 82,676 | 82,676 | 134,977 CHF | 135,804 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 83,000 | 83,000 | 84,506 | 84,506 | 128,667 CHF | 129,512 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.64% | 1.46 CHF | 1.47 CHF | 85,000 | 85,000 | 83,328 | 83,328 | 129,751 CHF | 130,584 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 81,000 | 81,000 | 81,068 | 81,068 | 138,963 CHF | 139,773 CHF | 99.67% | 99.67% |
| 08/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 83,000 | 83,000 | 79,156 | 79,156 | 137,849 CHF | 138,661 CHF | 98.78% | 98.78% |
| 07/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 77,000 | 77,000 | 77,268 | 77,268 | 159,500 CHF | 160,273 CHF | 100.00% | 100.00% |
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