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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% | 1.49 CHF | 1.50 CHF | 186,000 | 186,000 | 185,689 | 185,689 | 275,707 CHF | 277,564 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 184,000 | 184,000 | 183,990 | 183,990 | 270,594 CHF | 272,434 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 180,000 | 180,000 | 178,639 | 178,639 | 253,958 CHF | 255,745 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 179,000 | 179,000 | 180,007 | 180,007 | 258,540 CHF | 260,340 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 182,000 | 182,000 | 184,355 | 184,355 | 272,066 CHF | 273,910 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 187,000 | 187,000 | 188,263 | 188,263 | 284,126 CHF | 286,009 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 190,000 | 190,000 | 188,634 | 188,634 | 285,251 CHF | 287,137 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 183,000 | 183,000 | 183,007 | 183,007 | 267,897 CHF | 269,727 CHF | 99.69% | 99.69% |
| 08/11/2024 | 0.94% | 1.48 CHF | 1.49 CHF | 185,000 | 185,000 | 148,733 | 148,733 | 216,457 CHF | 218,274 CHF | 98.81% | 98.81% |
| 07/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 169,000 | 169,000 | 170,177 | 170,177 | 228,479 CHF | 230,181 CHF | 100.00% | 100.00% |
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