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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 | 0.51% | 1.90 CHF | 1.91 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 106,436 CHF | 106,981 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 107,457 CHF | 108,001 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 110,648 CHF | 111,178 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 110,133 CHF | 110,664 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 108,848 CHF | 109,388 CHF | 98.59% | 98.59% |
| 13/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 108,476 CHF | 109,017 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 109,873 CHF | 110,408 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 112,264 CHF | 112,794 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 109,433 CHF | 109,972 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 110,641 CHF | 111,170 CHF | 100.00% | 100.00% |
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