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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 | 0.65% | 1.57 CHF | 1.58 CHF | 365,000 | 365,000 | 201,727 | 201,727 | 314,237 CHF | 316,258 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 375,000 | 375,000 | 203,540 | 203,540 | 310,430 CHF | 312,472 CHF | 99.89% | 99.89% |
| 19/11/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 370,000 | 370,000 | 204,952 | 204,952 | 312,468 CHF | 314,521 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.68% | 1.54 CHF | 1.55 CHF | 370,000 | 370,000 | 205,052 | 205,052 | 308,479 CHF | 310,535 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 375,000 | 375,000 | 205,823 | 205,823 | 308,397 CHF | 310,459 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.68% | 1.51 CHF | 1.52 CHF | 375,000 | 375,000 | 206,086 | 206,086 | 307,350 CHF | 309,415 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 380,000 | 380,000 | 208,578 | 208,578 | 303,405 CHF | 305,495 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 1.48 CHF | 1.49 CHF | 380,000 | 380,000 | 208,780 | 208,780 | 304,864 CHF | 306,956 CHF | 99.58% | 99.58% |
| 11/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 380,000 | 380,000 | 207,187 | 207,187 | 305,733 CHF | 307,809 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 380,000 | 380,000 | 207,228 | 207,228 | 312,571 CHF | 314,647 CHF | 97.06% | 97.06% |
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