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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 | 0.53% | 1.84 CHF | 1.85 CHF | 94,000 | 94,000 | 93,115 | 93,115 | 173,824 CHF | 174,755 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 93,000 | 93,000 | 93,520 | 93,520 | 172,710 CHF | 173,646 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 92,000 | 92,000 | 92,629 | 92,629 | 175,165 CHF | 176,092 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 93,000 | 93,000 | 92,597 | 92,597 | 174,099 CHF | 175,025 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 93,000 | 93,000 | 93,649 | 93,649 | 171,233 CHF | 172,169 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 96,000 | 96,000 | 95,676 | 95,676 | 163,648 CHF | 164,605 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.56% | 1.69 CHF | 1.70 CHF | 96,000 | 96,000 | 94,583 | 94,583 | 168,170 CHF | 169,116 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 93,000 | 93,000 | 93,007 | 93,007 | 172,505 CHF | 173,435 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 94,000 | 94,000 | 92,901 | 92,901 | 173,743 CHF | 174,672 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 91,000 | 91,000 | 91,390 | 91,390 | 176,878 CHF | 177,792 CHF | 100.00% | 100.00% |
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