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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.25% | 1.62 CHF | 1.64 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 151,236 CHF | 153,138 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.20% | 1.66 CHF | 1.68 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 159,871 CHF | 161,796 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.14% | 1.70 CHF | 1.72 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 170,411 CHF | 172,369 CHF | 99.87% | 99.87% |
| 18/11/2024 | 1.15% | 1.74 CHF | 1.76 CHF | 98,000 | 98,000 | 97,904 | 97,904 | 170,105 CHF | 172,063 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.29% | 1.72 CHF | 1.74 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 145,009 CHF | 146,892 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.55% | 1.27 CHF | 1.29 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 115,338 CHF | 117,135 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.50% | 1.28 CHF | 1.30 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 119,818 CHF | 121,627 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.57% | 1.25 CHF | 1.27 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 113,010 CHF | 114,800 CHF | 99.89% | 99.89% |
| 11/11/2024 | 1.53% | 1.31 CHF | 1.33 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 116,837 CHF | 118,639 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.44% | 1.36 CHF | 1.38 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 126,356 CHF | 128,184 CHF | 98.93% | 98.93% |
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