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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 | 0.55% | 1.85 CHF | 1.86 CHF | 44,000 | 44,000 | 43,347 | 43,347 | 78,969 CHF | 79,403 CHF | 99.99% | 99.99% |
| 20/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 44,000 | 44,000 | 44,228 | 44,228 | 83,707 CHF | 84,150 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 45,000 | 45,000 | 44,599 | 44,599 | 87,997 CHF | 88,443 CHF | 98.96% | 98.96% |
| 18/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 45,000 | 45,000 | 44,887 | 44,887 | 88,420 CHF | 88,869 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.57% | 1.96 CHF | 1.97 CHF | 45,000 | 45,000 | 43,586 | 43,586 | 76,741 CHF | 77,177 CHF | 71.74% | 71.74% |
| 14/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 42,000 | 42,000 | 41,315 | 41,315 | 62,529 CHF | 62,942 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 41,000 | 41,000 | 41,544 | 41,544 | 64,528 CHF | 64,944 CHF | 98.51% | 98.51% |
| 12/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 41,000 | 41,000 | 40,988 | 40,988 | 61,197 CHF | 61,608 CHF | 99.65% | 99.65% |
| 11/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 42,000 | 42,000 | 41,591 | 41,591 | 63,516 CHF | 63,932 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 42,000 | 42,000 | 42,032 | 42,032 | 67,854 CHF | 68,275 CHF | 100.00% | 100.00% |
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