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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 | 1.44% | 1.41 CHF | 1.43 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 131,396 CHF | 133,298 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.37% | 1.45 CHF | 1.47 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 139,815 CHF | 141,740 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.30% | 1.49 CHF | 1.51 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 150,006 CHF | 151,964 CHF | 99.87% | 99.87% |
| 18/11/2024 | 1.30% | 1.53 CHF | 1.55 CHF | 98,000 | 98,000 | 97,904 | 97,904 | 149,667 CHF | 151,626 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.50% | 1.52 CHF | 1.54 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 125,343 CHF | 127,226 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.84% | 1.07 CHF | 1.09 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 96,603 CHF | 98,400 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.78% | 1.07 CHF | 1.09 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 100,950 CHF | 102,760 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.88% | 1.04 CHF | 1.06 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 94,354 CHF | 96,143 CHF | 99.89% | 99.89% |
| 11/11/2024 | 1.82% | 1.10 CHF | 1.12 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 98,007 CHF | 99,809 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.69% | 1.15 CHF | 1.17 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 107,303 CHF | 109,130 CHF | 98.92% | 98.92% |
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