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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% | 1.45 CHF | 1.46 CHF | 84,000 | 84,000 | 83,986 | 83,986 | 125,425 CHF | 126,265 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 84,000 | 84,000 | 84,015 | 84,015 | 122,707 CHF | 123,547 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 82,000 | 82,000 | 82,960 | 82,960 | 128,119 CHF | 128,948 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.63% | 1.53 CHF | 1.54 CHF | 84,000 | 84,000 | 82,347 | 82,347 | 129,363 CHF | 130,186 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.67% | 1.57 CHF | 1.58 CHF | 82,000 | 82,000 | 83,676 | 83,676 | 125,493 CHF | 126,330 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 84,000 | 84,000 | 85,506 | 85,506 | 118,939 CHF | 119,794 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 1.33 CHF | 1.34 CHF | 86,000 | 86,000 | 84,328 | 84,328 | 120,204 CHF | 121,047 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 82,000 | 82,000 | 82,068 | 82,068 | 129,734 CHF | 130,555 CHF | 99.68% | 99.68% |
| 08/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 84,000 | 84,000 | 80,132 | 80,132 | 128,841 CHF | 129,663 CHF | 98.78% | 98.78% |
| 07/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 78,000 | 78,000 | 78,267 | 78,267 | 150,869 CHF | 151,651 CHF | 100.00% | 100.00% |
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