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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 | 0.59% | 1.67 CHF | 1.68 CHF | 115,000 | 115,000 | 110,509 | 110,509 | 187,806 CHF | 188,911 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 115,000 | 115,000 | 113,804 | 113,804 | 190,103 CHF | 191,241 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 188,288 CHF | 189,383 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 188,193 CHF | 189,289 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 110,000 | 110,000 | 111,614 | 111,614 | 188,015 CHF | 189,131 CHF | 98.60% | 98.60% |
| 13/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 115,000 | 115,000 | 110,580 | 110,580 | 188,344 CHF | 189,450 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 115,000 | 115,000 | 110,417 | 110,417 | 187,638 CHF | 188,742 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 195,172 CHF | 196,268 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 191,280 CHF | 192,376 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 196,412 CHF | 197,507 CHF | 100.00% | 100.00% |
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