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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 | 1.17% | 1.32 CHF | 1.33 CHF | 194,000 | 194,000 | 86,914 | 86,914 | 114,375 CHF | 115,504 CHF | 99.90% | 99.90% |
| 19/11/2024 | 1.16% | 1.32 CHF | 1.33 CHF | 196,000 | 196,000 | 86,983 | 86,983 | 115,549 CHF | 116,678 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.10% | 1.38 CHF | 1.39 CHF | 192,000 | 192,000 | 85,336 | 85,336 | 118,466 CHF | 119,574 CHF | 99.90% | 99.90% |
| 15/11/2024 | 1.27% | 1.36 CHF | 1.37 CHF | 192,000 | 192,000 | 72,942 | 72,942 | 104,147 CHF | 105,209 CHF | 98.39% | 98.39% |
| 14/11/2024 | 1.04% | 1.48 CHF | 1.49 CHF | 186,000 | 186,000 | 82,717 | 82,717 | 123,077 CHF | 124,153 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.98% | 1.52 CHF | 1.53 CHF | 186,000 | 186,000 | 81,315 | 81,315 | 126,292 CHF | 127,338 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 1.52 CHF | 1.53 CHF | 186,000 | 186,000 | 82,121 | 82,121 | 127,996 CHF | 129,061 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.05% | 1.68 CHF | 1.69 CHF | 178,000 | 178,000 | 75,295 | 75,295 | 129,203 CHF | 130,213 CHF | 99.90% | 99.90% |
| 08/11/2024 | 0.94% | 1.62 CHF | 1.63 CHF | 182,000 | 182,000 | 79,276 | 79,276 | 133,540 CHF | 134,570 CHF | 99.18% | 99.18% |
| 07/11/2024 | 0.84% | 1.87 CHF | 1.88 CHF | 172,000 | 172,000 | 77,387 | 77,387 | 143,144 CHF | 144,151 CHF | 100.00% | 100.00% |
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