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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 | 1.20% | 1.62 CHF | 1.64 CHF | 77,000 | 77,000 | 76,837 | 76,837 | 127,196 CHF | 128,732 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.22% | 1.63 CHF | 1.65 CHF | 77,000 | 77,000 | 77,143 | 77,143 | 125,641 CHF | 127,184 CHF | 99.89% | 99.89% |
| 18/11/2024 | 1.20% | 1.67 CHF | 1.69 CHF | 77,000 | 77,000 | 76,960 | 76,960 | 127,802 CHF | 129,341 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.16% | 1.69 CHF | 1.71 CHF | 76,000 | 76,000 | 76,002 | 76,002 | 130,126 CHF | 131,646 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.18% | 1.72 CHF | 1.74 CHF | 76,000 | 76,000 | 76,384 | 76,384 | 128,811 CHF | 130,338 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.22% | 1.62 CHF | 1.64 CHF | 77,000 | 77,000 | 77,139 | 77,139 | 125,991 CHF | 127,533 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.15% | 1.67 CHF | 1.69 CHF | 77,000 | 77,000 | 76,121 | 76,121 | 131,087 CHF | 132,609 CHF | 99.93% | 99.93% |
| 11/11/2024 | 1.16% | 1.70 CHF | 1.72 CHF | 76,000 | 76,000 | 76,011 | 76,011 | 130,762 CHF | 132,282 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.20% | 1.66 CHF | 1.68 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 127,768 CHF | 129,308 CHF | 98.94% | 98.94% |
| 07/11/2024 | 1.18% | 1.69 CHF | 1.71 CHF | 76,000 | 76,000 | 76,439 | 76,439 | 128,830 CHF | 130,359 CHF | 100.00% | 100.00% |
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