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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 | 0.88% | 1.09 CHF | 1.10 CHF | 84,000 | 84,000 | 83,986 | 83,986 | 95,160 CHF | 95,999 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 84,000 | 84,000 | 84,015 | 84,015 | 92,439 CHF | 93,279 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 82,000 | 82,000 | 82,960 | 82,960 | 98,266 CHF | 99,095 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 84,000 | 84,000 | 82,347 | 82,347 | 99,700 CHF | 100,523 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.88% | 1.21 CHF | 1.22 CHF | 82,000 | 82,000 | 83,676 | 83,676 | 95,386 CHF | 96,223 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 84,000 | 84,000 | 85,506 | 85,506 | 88,166 CHF | 89,021 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.93% | 0.97 CHF | 0.98 CHF | 86,000 | 86,000 | 84,328 | 84,328 | 89,855 CHF | 90,699 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 82,000 | 82,000 | 82,068 | 82,068 | 100,198 CHF | 101,019 CHF | 99.71% | 99.71% |
| 08/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 84,000 | 84,000 | 80,167 | 80,167 | 99,994 CHF | 100,816 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 78,000 | 78,000 | 78,267 | 78,267 | 122,699 CHF | 123,482 CHF | 100.00% | 100.00% |
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