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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 | 0.54% | 1.82 CHF | 1.83 CHF | 83,000 | 83,000 | 82,986 | 82,986 | 154,424 CHF | 155,253 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 83,000 | 83,000 | 83,015 | 83,015 | 151,774 CHF | 152,604 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 81,000 | 81,000 | 81,961 | 81,961 | 156,777 CHF | 157,597 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 1.90 CHF | 1.91 CHF | 83,000 | 83,000 | 81,347 | 81,347 | 157,757 CHF | 158,570 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 81,000 | 81,000 | 82,676 | 82,676 | 154,411 CHF | 155,237 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 83,000 | 83,000 | 84,507 | 84,507 | 148,576 CHF | 149,421 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.56% | 1.69 CHF | 1.70 CHF | 85,000 | 85,000 | 83,328 | 83,328 | 149,368 CHF | 150,202 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 81,000 | 81,000 | 81,068 | 81,068 | 158,014 CHF | 158,825 CHF | 99.72% | 99.72% |
| 08/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 83,000 | 83,000 | 79,193 | 79,193 | 156,491 CHF | 157,304 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 77,000 | 77,000 | 77,268 | 77,268 | 177,615 CHF | 178,388 CHF | 100.00% | 100.00% |
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