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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 | 1.46% | 1.39 CHF | 1.41 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 129,559 CHF | 131,461 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.39% | 1.43 CHF | 1.45 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 137,949 CHF | 139,875 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.31% | 1.47 CHF | 1.49 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 148,061 CHF | 150,019 CHF | 99.88% | 99.88% |
| 18/11/2024 | 1.32% | 1.51 CHF | 1.53 CHF | 98,000 | 98,000 | 97,903 | 97,903 | 147,724 CHF | 149,682 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.52% | 1.50 CHF | 1.52 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 123,560 CHF | 125,444 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.87% | 1.05 CHF | 1.07 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 95,056 CHF | 96,852 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.81% | 1.06 CHF | 1.08 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 99,336 CHF | 101,145 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.91% | 1.03 CHF | 1.05 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 92,820 CHF | 94,610 CHF | 99.91% | 99.91% |
| 11/11/2024 | 1.85% | 1.08 CHF | 1.10 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 96,402 CHF | 98,204 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.72% | 1.13 CHF | 1.15 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 105,636 CHF | 107,464 CHF | 98.92% | 98.92% |
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