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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 | 0.63% | 1.57 CHF | 1.58 CHF | 94,000 | 94,000 | 93,115 | 93,115 | 148,110 CHF | 149,041 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 93,000 | 93,000 | 93,520 | 93,520 | 147,018 CHF | 147,954 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 92,000 | 92,000 | 92,629 | 92,629 | 149,625 CHF | 150,551 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 93,000 | 93,000 | 92,597 | 92,597 | 148,397 CHF | 149,323 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 93,000 | 93,000 | 93,649 | 93,649 | 145,419 CHF | 146,356 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 96,000 | 96,000 | 95,676 | 95,676 | 137,215 CHF | 138,172 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.66% | 1.41 CHF | 1.42 CHF | 96,000 | 96,000 | 94,583 | 94,583 | 142,021 CHF | 142,967 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 93,000 | 93,000 | 93,007 | 93,007 | 146,781 CHF | 147,711 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 94,000 | 94,000 | 92,901 | 92,901 | 148,003 CHF | 148,932 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 91,000 | 91,000 | 91,390 | 91,390 | 151,461 CHF | 152,375 CHF | 100.00% | 100.00% |
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