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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 | 1.67% | 0.93 CHF | 0.94 CHF | 194,000 | 194,000 | 86,027 | 86,027 | 79,823 CHF | 80,945 CHF | 99.03% | 99.03% |
| 19/11/2024 | 1.63% | 0.93 CHF | 0.94 CHF | 196,000 | 196,000 | 87,372 | 87,372 | 82,285 CHF | 83,415 CHF | 97.85% | 97.85% |
| 18/11/2024 | 1.53% | 0.99 CHF | 1.00 CHF | 192,000 | 192,000 | 84,480 | 84,516 | 84,394 CHF | 85,531 CHF | 98.76% | 98.76% |
| 15/11/2024 | 1.73% | 0.97 CHF | 0.98 CHF | 192,000 | 192,000 | 70,130 | 70,127 | 72,995 CHF | 74,036 CHF | 85.83% | 85.83% |
| 14/11/2024 | 1.42% | 1.09 CHF | 1.10 CHF | 186,000 | 186,000 | 81,420 | 81,420 | 89,296 CHF | 90,362 CHF | 97.31% | 97.31% |
| 13/11/2024 | 1.31% | 1.13 CHF | 1.14 CHF | 186,000 | 186,000 | 80,897 | 80,894 | 94,089 CHF | 95,128 CHF | 99.23% | 99.23% |
| 12/11/2024 | 1.32% | 1.13 CHF | 1.14 CHF | 186,000 | 186,000 | 81,590 | 81,590 | 94,724 CHF | 95,784 CHF | 98.37% | 98.37% |
| 11/11/2024 | 1.37% | 1.28 CHF | 1.29 CHF | 178,000 | 178,000 | 74,411 | 74,411 | 97,958 CHF | 98,961 CHF | 98.11% | 98.11% |
| 08/11/2024 | 1.23% | 1.22 CHF | 1.23 CHF | 182,000 | 182,000 | 77,742 | 77,742 | 100,223 CHF | 101,239 CHF | 95.89% | 95.89% |
| 07/11/2024 | 1.08% | 1.47 CHF | 1.48 CHF | 172,000 | 172,000 | 75,946 | 75,946 | 110,176 CHF | 111,173 CHF | 97.13% | 97.13% |
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