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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 | 0.67% | 1.47 CHF | 1.48 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 83,423 CHF | 83,983 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 56,000 | 56,000 | 56,528 | 56,528 | 82,751 CHF | 83,316 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 84,508 CHF | 85,068 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 83,621 CHF | 84,181 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 56,000 | 56,000 | 58,618 | 58,618 | 83,707 CHF | 84,294 CHF | 98.68% | 98.68% |
| 13/11/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 60,000 | 60,000 | 58,264 | 58,264 | 83,219 CHF | 83,802 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 83,871 CHF | 84,431 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 85,734 CHF | 86,294 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 83,899 CHF | 84,459 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 87,170 CHF | 87,730 CHF | 100.00% | 100.00% |
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