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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 | 0.79% | 1.21 CHF | 1.22 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 68,504 CHF | 69,050 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 69,761 CHF | 70,304 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 73,792 CHF | 74,322 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 73,098 CHF | 73,628 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 71,226 CHF | 71,765 CHF | 98.52% | 98.52% |
| 13/11/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 70,768 CHF | 71,309 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.73% | 1.30 CHF | 1.31 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 72,642 CHF | 73,177 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 75,333 CHF | 75,863 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 71,761 CHF | 72,300 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.72% | 1.33 CHF | 1.34 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 73,647 CHF | 74,175 CHF | 100.00% | 100.00% |
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