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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 | 0.59% | 1.69 CHF | 1.70 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 71,388 CHF | 71,812 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 71,920 CHF | 72,347 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 68,580 CHF | 68,999 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 67,098 CHF | 67,511 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 70,046 CHF | 70,468 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 69,502 CHF | 69,922 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 42,000 | 42,000 | 41,328 | 41,328 | 67,062 CHF | 67,476 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 60,701 CHF | 61,101 CHF | 99.73% | 99.73% |
| 08/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 40,000 | 40,000 | 39,993 | 39,993 | 61,317 CHF | 61,717 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 56,926 CHF | 57,314 CHF | 99.44% | 99.44% |
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