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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 | 0.94% | 1.10 CHF | 1.11 CHF | 310,000 | 310,000 | 137,354 | 137,354 | 149,049 CHF | 150,425 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 305,000 | 305,000 | 132,778 | 132,778 | 141,987 CHF | 143,317 CHF | 99.66% | 99.66% |
| 18/11/2024 | 0.98% | 1.07 CHF | 1.08 CHF | 305,000 | 305,000 | 133,016 | 133,016 | 139,795 CHF | 141,128 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 295,000 | 295,000 | 116,734 | 116,734 | 121,077 CHF | 122,247 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 295,000 | 295,000 | 131,680 | 131,680 | 136,770 CHF | 138,089 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 295,000 | 295,000 | 131,711 | 131,711 | 135,439 CHF | 136,758 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 295,000 | 295,000 | 131,693 | 131,693 | 135,221 CHF | 136,540 CHF | 99.72% | 99.72% |
| 11/11/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 295,000 | 295,000 | 132,192 | 132,192 | 135,814 CHF | 137,138 CHF | 99.26% | 99.26% |
| 08/11/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 300,000 | 300,000 | 134,955 | 134,955 | 138,872 CHF | 140,224 CHF | 98.84% | 98.84% |
| 07/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 300,000 | 300,000 | 130,570 | 130,570 | 134,467 CHF | 135,775 CHF | 98.97% | 98.97% |
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