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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 | 0.92% | 1.04 CHF | 1.05 CHF | 305,000 | 305,000 | 299,932 | 299,932 | 322,974 CHF | 325,973 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300,000 | 300,000 | 300,110 | 300,110 | 320,589 CHF | 323,590 CHF | 98.69% | 98.69% |
| 18/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 290,000 | 290,000 | 288,157 | 288,157 | 350,400 CHF | 353,281 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 285,000 | 285,000 | 283,476 | 283,476 | 358,976 CHF | 361,810 CHF | 99.63% | 99.63% |
| 14/11/2024 | 0.75% | 1.28 CHF | 1.29 CHF | 285,000 | 285,000 | 278,037 | 278,037 | 368,447 CHF | 371,228 CHF | 97.19% | 97.19% |
| 13/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 300,000 | 300,000 | 297,582 | 297,582 | 325,463 CHF | 328,438 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 1.08 CHF | 1.09 CHF | 300,000 | 300,000 | 291,924 | 291,924 | 338,833 CHF | 341,752 CHF | 99.19% | 99.19% |
| 11/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 285,000 | 285,000 | 283,824 | 283,824 | 353,857 CHF | 356,696 CHF | 99.95% | 99.95% |
| 08/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 290,000 | 290,000 | 287,692 | 287,692 | 348,621 CHF | 351,498 CHF | 98.90% | 98.90% |
| 07/11/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 280,000 | 280,000 | 283,386 | 283,386 | 353,496 CHF | 356,330 CHF | 99.40% | 99.40% |
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