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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 | 0.55% | 1.80 CHF | 1.81 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 102,115 CHF | 102,675 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 56,000 | 56,000 | 56,527 | 56,527 | 101,610 CHF | 102,175 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 103,096 CHF | 103,656 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 102,380 CHF | 102,940 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 56,000 | 56,000 | 58,614 | 58,614 | 103,339 CHF | 103,925 CHF | 98.51% | 98.51% |
| 13/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 60,000 | 60,000 | 58,264 | 58,264 | 102,704 CHF | 103,287 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 102,471 CHF | 103,031 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 104,374 CHF | 104,934 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 102,732 CHF | 103,292 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 105,898 CHF | 106,458 CHF | 100.00% | 100.00% |
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