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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 | 1.47% | 1.06 CHF | 1.07 CHF | 194,000 | 194,000 | 86,910 | 86,910 | 91,124 CHF | 92,253 CHF | 99.90% | 99.90% |
| 19/11/2024 | 1.45% | 1.05 CHF | 1.06 CHF | 196,000 | 196,000 | 86,999 | 86,999 | 92,357 CHF | 93,486 CHF | 99.96% | 99.96% |
| 18/11/2024 | 1.37% | 1.11 CHF | 1.12 CHF | 192,000 | 192,000 | 85,312 | 85,312 | 95,497 CHF | 96,604 CHF | 99.88% | 99.88% |
| 15/11/2024 | 1.56% | 1.09 CHF | 1.10 CHF | 192,000 | 192,000 | 72,227 | 72,227 | 83,642 CHF | 84,699 CHF | 96.10% | 96.10% |
| 14/11/2024 | 1.27% | 1.21 CHF | 1.22 CHF | 186,000 | 186,000 | 82,411 | 82,411 | 100,329 CHF | 101,403 CHF | 99.39% | 99.39% |
| 13/11/2024 | 1.18% | 1.25 CHF | 1.26 CHF | 186,000 | 186,000 | 81,305 | 81,305 | 104,371 CHF | 105,417 CHF | 99.99% | 99.99% |
| 12/11/2024 | 1.19% | 1.26 CHF | 1.27 CHF | 186,000 | 186,000 | 82,152 | 82,152 | 106,010 CHF | 107,075 CHF | 99.70% | 99.70% |
| 11/11/2024 | 1.25% | 1.41 CHF | 1.42 CHF | 178,000 | 178,000 | 75,200 | 75,200 | 108,708 CHF | 109,717 CHF | 99.81% | 99.81% |
| 08/11/2024 | 1.11% | 1.35 CHF | 1.36 CHF | 182,000 | 182,000 | 79,269 | 79,269 | 112,323 CHF | 113,353 CHF | 99.20% | 99.20% |
| 07/11/2024 | 0.99% | 1.60 CHF | 1.61 CHF | 172,000 | 172,000 | 77,386 | 77,386 | 122,265 CHF | 123,272 CHF | 100.00% | 100.00% |
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