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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 | 0.76% | 1.28 CHF | 1.29 CHF | 305,000 | 305,000 | 299,946 | 299,946 | 393,625 CHF | 396,624 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 300,000 | 300,000 | 300,114 | 300,114 | 391,221 CHF | 394,222 CHF | 99.28% | 99.28% |
| 18/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 290,000 | 290,000 | 288,155 | 288,155 | 418,268 CHF | 421,149 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 285,000 | 285,000 | 283,481 | 283,481 | 426,064 CHF | 428,899 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 285,000 | 285,000 | 278,056 | 278,056 | 434,116 CHF | 436,896 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 300,000 | 300,000 | 297,580 | 297,580 | 395,848 CHF | 398,824 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.71% | 1.32 CHF | 1.33 CHF | 300,000 | 300,000 | 291,924 | 291,924 | 407,754 CHF | 410,673 CHF | 99.26% | 99.26% |
| 11/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 285,000 | 285,000 | 283,825 | 283,825 | 421,041 CHF | 423,879 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 290,000 | 290,000 | 287,691 | 287,691 | 416,642 CHF | 419,519 CHF | 98.88% | 98.88% |
| 07/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 280,000 | 280,000 | 283,393 | 283,393 | 420,684 CHF | 423,518 CHF | 100.00% | 100.00% |
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