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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 | 1.04% | 1.87 CHF | 1.88 CHF | 126,000 | 126,000 | 44,343 | 44,343 | 79,425 CHF | 80,036 CHF | 99.78% | 99.78% |
| 19/11/2024 | 1.04% | 1.71 CHF | 1.72 CHF | 130,000 | 130,000 | 45,125 | 45,125 | 76,718 CHF | 77,338 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 1.75 CHF | 1.76 CHF | 128,000 | 128,000 | 44,543 | 44,543 | 78,686 CHF | 79,299 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.98% | 1.79 CHF | 1.80 CHF | 128,000 | 128,000 | 43,876 | 43,876 | 80,063 CHF | 80,664 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.98% | 1.93 CHF | 1.94 CHF | 124,000 | 124,000 | 42,400 | 42,400 | 79,527 CHF | 80,103 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.99% | 1.83 CHF | 1.84 CHF | 126,000 | 126,000 | 44,148 | 44,148 | 80,579 CHF | 81,187 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.95% | 1.85 CHF | 1.86 CHF | 126,000 | 126,000 | 43,800 | 43,800 | 81,738 CHF | 82,338 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.94% | 2.00 CHF | 2.01 CHF | 124,000 | 124,000 | 43,142 | 43,142 | 84,004 CHF | 84,595 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.52% | 1.94 CHF | 1.95 CHF | 126,000 | 126,000 | 35,280 | 35,280 | 66,277 CHF | 66,821 CHF | 99.21% | 99.21% |
| 07/11/2024 | 0.82% | 2.29 CHF | 2.30 CHF | 118,000 | 118,000 | 41,180 | 41,180 | 92,520 CHF | 93,085 CHF | 99.85% | 99.85% |
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