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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 | 0.51% | 1.92 CHF | 1.93 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 107,305 CHF | 107,851 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 108,367 CHF | 108,911 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 111,528 CHF | 112,058 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 111,006 CHF | 111,536 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 109,757 CHF | 110,297 CHF | 98.62% | 98.62% |
| 13/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 109,368 CHF | 109,909 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 2.01 CHF | 2.02 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 110,769 CHF | 111,304 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 113,178 CHF | 113,708 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 54,000 | 54,000 | 53,962 | 53,962 | 110,311 CHF | 110,851 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.47% | 2.05 CHF | 2.06 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 111,523 CHF | 112,052 CHF | 100.00% | 100.00% |
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