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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 | 0.70% | 1.39 CHF | 1.40 CHF | 94,000 | 94,000 | 93,115 | 93,115 | 132,054 CHF | 132,986 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 93,000 | 93,000 | 93,520 | 93,520 | 130,904 CHF | 131,839 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 92,000 | 92,000 | 92,629 | 92,629 | 133,503 CHF | 134,429 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 93,000 | 93,000 | 92,596 | 92,596 | 132,364 CHF | 133,290 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 93,000 | 93,000 | 93,649 | 93,649 | 129,181 CHF | 130,118 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 96,000 | 96,000 | 95,677 | 95,677 | 120,678 CHF | 121,634 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.75% | 1.24 CHF | 1.25 CHF | 96,000 | 96,000 | 94,583 | 94,583 | 125,712 CHF | 126,658 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 93,000 | 93,000 | 93,007 | 93,007 | 130,704 CHF | 131,634 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.70% | 1.37 CHF | 1.38 CHF | 94,000 | 94,000 | 92,901 | 92,901 | 131,890 CHF | 132,819 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 91,000 | 91,000 | 91,390 | 91,390 | 135,523 CHF | 136,436 CHF | 100.00% | 100.00% |
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