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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 | 0.56% | 1.75 CHF | 1.76 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 97,934 CHF | 98,479 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 99,043 CHF | 99,587 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 102,464 CHF | 102,994 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 101,851 CHF | 102,382 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 100,433 CHF | 100,973 CHF | 98.66% | 98.66% |
| 13/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 100,056 CHF | 100,597 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 101,593 CHF | 102,128 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 104,081 CHF | 104,611 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 54,000 | 54,000 | 53,962 | 53,962 | 100,978 CHF | 101,518 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 102,406 CHF | 102,934 CHF | 100.00% | 100.00% |
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