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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.02% | 1.98 CHF | 2.00 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 185,572 CHF | 187,474 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.98% | 2.02 CHF | 2.04 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 194,651 CHF | 196,577 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.95% | 2.06 CHF | 2.08 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 205,740 CHF | 207,699 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.95% | 2.10 CHF | 2.12 CHF | 98,000 | 98,000 | 97,902 | 97,902 | 205,403 CHF | 207,361 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 2.08 CHF | 2.10 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 179,020 CHF | 180,903 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.21% | 1.64 CHF | 1.66 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 147,961 CHF | 149,758 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.18% | 1.64 CHF | 1.66 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 152,644 CHF | 154,453 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.22% | 1.61 CHF | 1.63 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 145,536 CHF | 147,325 CHF | 99.92% | 99.92% |
| 11/11/2024 | 1.20% | 1.67 CHF | 1.69 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 149,498 CHF | 151,300 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.14% | 1.72 CHF | 1.74 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 159,520 CHF | 161,347 CHF | 98.96% | 98.96% |
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