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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 | 1.09% | 1.35 CHF | 1.36 CHF | 132,000 | 132,000 | 58,465 | 58,465 | 81,746 CHF | 82,507 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.09% | 1.41 CHF | 1.42 CHF | 131,000 | 131,000 | 58,561 | 58,561 | 82,416 CHF | 83,177 CHF | 99.99% | 99.99% |
| 18/11/2024 | 1.08% | 1.43 CHF | 1.44 CHF | 130,000 | 130,000 | 58,142 | 58,142 | 82,701 CHF | 83,457 CHF | 99.76% | 99.76% |
| 15/11/2024 | 1.09% | 1.43 CHF | 1.44 CHF | 130,000 | 130,000 | 58,117 | 58,117 | 82,851 CHF | 83,607 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.08% | 1.43 CHF | 1.44 CHF | 130,000 | 130,000 | 58,195 | 58,195 | 83,615 CHF | 84,375 CHF | 98.45% | 98.45% |
| 13/11/2024 | 1.04% | 1.43 CHF | 1.44 CHF | 130,000 | 130,000 | 57,506 | 57,506 | 84,349 CHF | 85,097 CHF | 99.00% | 99.00% |
| 12/11/2024 | 1.03% | 1.50 CHF | 1.51 CHF | 128,000 | 128,000 | 57,701 | 57,701 | 86,433 CHF | 87,182 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.05% | 1.52 CHF | 1.53 CHF | 128,000 | 128,000 | 57,671 | 57,671 | 86,273 CHF | 87,025 CHF | 99.76% | 99.76% |
| 08/11/2024 | 1.10% | 1.46 CHF | 1.47 CHF | 130,000 | 130,000 | 59,197 | 59,197 | 83,871 CHF | 84,639 CHF | 99.04% | 99.04% |
| 07/11/2024 | 1.09% | 1.39 CHF | 1.40 CHF | 133,000 | 133,000 | 59,093 | 59,093 | 83,410 CHF | 84,176 CHF | 99.86% | 99.86% |
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