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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 | 0.60% | 1.62 CHF | 1.63 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 91,082 CHF | 91,628 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 92,205 CHF | 92,749 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 95,698 CHF | 96,228 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 95,127 CHF | 95,658 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 93,647 CHF | 94,186 CHF | 98.56% | 98.56% |
| 13/11/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 93,213 CHF | 93,754 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.56% | 1.71 CHF | 1.72 CHF | 54,000 | 54,000 | 53,499 | 53,499 | 94,850 CHF | 95,385 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 97,367 CHF | 97,897 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 94,161 CHF | 94,700 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 54,000 | 54,000 | 52,873 | 52,873 | 95,667 CHF | 96,196 CHF | 100.00% | 100.00% |
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