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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 | 0.83% | 1.19 CHF | 1.20 CHF | 108,000 | 108,000 | 105,352 | 105,352 | 125,788 CHF | 126,842 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 110,000 | 110,000 | 107,062 | 107,062 | 129,282 CHF | 130,353 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 132,001 CHF | 133,073 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 112,000 | 112,000 | 108,237 | 108,237 | 137,208 CHF | 138,291 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 112,000 | 112,000 | 109,506 | 109,506 | 143,139 CHF | 144,234 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 112,000 | 112,000 | 108,896 | 108,896 | 139,708 CHF | 140,797 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 112,000 | 112,000 | 110,613 | 110,613 | 142,454 CHF | 143,561 CHF | 68.32% | 100.00% |
| 11/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 110,000 | 110,000 | 105,398 | 105,398 | 129,061 CHF | 130,115 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 108,000 | 108,000 | 103,453 | 103,453 | 120,425 CHF | 121,459 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 102,000 | 102,000 | 99,411 | 99,411 | 105,043 CHF | 106,037 CHF | 98.53% | 98.53% |
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