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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 | 0.84% | 1.18 CHF | 1.19 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 62,235 CHF | 62,762 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 60,954 CHF | 61,489 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 58,971 CHF | 59,506 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 56,000 | 56,000 | 54,118 | 54,118 | 56,741 CHF | 57,282 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 56,000 | 56,000 | 54,753 | 54,753 | 53,378 CHF | 53,925 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 55,546 CHF | 56,091 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.97% | 0.98 CHF | 0.99 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 56,659 CHF | 57,212 CHF | 68.32% | 100.00% |
| 11/11/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 55,000 | 55,000 | 52,699 | 52,699 | 61,643 CHF | 62,170 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.78% | 1.23 CHF | 1.24 CHF | 54,000 | 54,000 | 51,727 | 51,727 | 66,472 CHF | 66,989 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 51,000 | 51,000 | 49,706 | 49,706 | 75,237 CHF | 75,734 CHF | 98.53% | 98.53% |
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