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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 | 0.56% | 1.79 CHF | 1.80 CHF | 75,000 | 75,000 | 74,380 | 74,380 | 134,268 CHF | 135,013 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 76,000 | 76,000 | 75,245 | 75,245 | 131,140 CHF | 131,894 CHF | 98.74% | 98.74% |
| 18/11/2024 | 0.62% | 1.75 CHF | 1.76 CHF | 76,000 | 76,000 | 76,899 | 76,899 | 125,336 CHF | 126,106 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 77,000 | 77,000 | 77,433 | 77,433 | 128,844 CHF | 129,618 CHF | 70.82% | 70.82% |
| 14/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 76,000 | 76,000 | 75,576 | 75,576 | 130,534 CHF | 131,291 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 77,000 | 77,000 | 76,530 | 76,530 | 127,438 CHF | 128,204 CHF | 99.82% | 99.82% |
| 12/11/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 78,000 | 78,000 | 76,333 | 76,333 | 128,864 CHF | 129,628 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.58% | 1.65 CHF | 1.66 CHF | 78,000 | 78,000 | 75,819 | 75,819 | 132,132 CHF | 132,891 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 1.83 CHF | 1.84 CHF | 76,000 | 76,000 | 74,439 | 74,439 | 141,442 CHF | 142,187 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.53% | 1.98 CHF | 1.99 CHF | 74,000 | 74,000 | 74,422 | 74,422 | 142,690 CHF | 143,435 CHF | 100.00% | 100.00% |
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