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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 | 1.10% | 1.41 CHF | 1.42 CHF | 194,000 | 194,000 | 86,909 | 86,909 | 122,187 CHF | 123,316 CHF | 99.90% | 99.90% |
| 19/11/2024 | 1.09% | 1.41 CHF | 1.42 CHF | 196,000 | 196,000 | 86,982 | 86,982 | 123,391 CHF | 124,520 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.04% | 1.47 CHF | 1.48 CHF | 192,000 | 192,000 | 85,332 | 85,332 | 126,111 CHF | 127,218 CHF | 99.90% | 99.90% |
| 15/11/2024 | 1.21% | 1.45 CHF | 1.46 CHF | 192,000 | 192,000 | 72,640 | 72,640 | 110,146 CHF | 111,206 CHF | 97.41% | 97.41% |
| 14/11/2024 | 0.98% | 1.57 CHF | 1.58 CHF | 186,000 | 186,000 | 82,719 | 82,719 | 130,410 CHF | 131,486 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.93% | 1.61 CHF | 1.62 CHF | 186,000 | 186,000 | 81,315 | 81,315 | 133,356 CHF | 134,402 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.94% | 1.61 CHF | 1.62 CHF | 186,000 | 186,000 | 82,122 | 82,122 | 135,172 CHF | 136,236 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 1.77 CHF | 1.78 CHF | 178,000 | 178,000 | 75,292 | 75,292 | 135,593 CHF | 136,603 CHF | 99.90% | 99.90% |
| 08/11/2024 | 0.90% | 1.71 CHF | 1.72 CHF | 182,000 | 182,000 | 79,269 | 79,269 | 140,226 CHF | 141,255 CHF | 99.20% | 99.20% |
| 07/11/2024 | 0.81% | 1.95 CHF | 1.96 CHF | 172,000 | 172,000 | 77,383 | 77,383 | 149,577 CHF | 150,584 CHF | 100.00% | 100.00% |
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