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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 | 0.56% | 1.73 CHF | 1.74 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 96,833 CHF | 97,378 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 97,941 CHF | 98,485 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 101,370 CHF | 101,900 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 100,761 CHF | 101,291 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 99,332 CHF | 99,871 CHF | 98.56% | 98.56% |
| 13/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 98,952 CHF | 99,494 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 100,492 CHF | 101,027 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 102,973 CHF | 103,503 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 99,882 CHF | 100,421 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.52% | 1.85 CHF | 1.86 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 101,314 CHF | 101,842 CHF | 100.00% | 100.00% |
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