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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 | 0.52% | 1.93 CHF | 1.94 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 81,179 CHF | 81,604 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 81,837 CHF | 82,264 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 78,261 CHF | 78,680 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 76,629 CHF | 77,042 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 79,822 CHF | 80,243 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 79,230 CHF | 79,650 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 76,652 CHF | 77,066 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 69,894 CHF | 70,294 CHF | 99.68% | 99.68% |
| 08/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 70,509 CHF | 70,908 CHF | 98.79% | 98.79% |
| 07/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 65,889 CHF | 66,278 CHF | 99.44% | 99.44% |
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