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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 | 0.71% | 1.41 CHF | 1.42 CHF | 86,000 | 86,000 | 84,982 | 84,982 | 119,095 CHF | 119,945 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 84,000 | 84,000 | 85,480 | 85,480 | 120,007 CHF | 120,862 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 84,000 | 84,000 | 83,816 | 83,816 | 115,629 CHF | 116,467 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 84,000 | 84,000 | 82,607 | 82,607 | 113,518 CHF | 114,344 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 84,000 | 84,000 | 84,269 | 84,269 | 117,457 CHF | 118,300 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 116,714 CHF | 117,554 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 84,000 | 84,000 | 82,655 | 82,655 | 113,530 CHF | 114,356 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 80,000 | 80,000 | 79,966 | 79,966 | 105,643 CHF | 106,442 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 80,000 | 80,000 | 79,985 | 79,985 | 106,337 CHF | 107,137 CHF | 98.74% | 98.74% |
| 07/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 78,000 | 78,000 | 77,685 | 77,685 | 100,593 CHF | 101,370 CHF | 99.44% | 99.44% |
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