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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 | 0.84% | 1.14 CHF | 1.15 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 64,712 CHF | 65,258 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 66,002 CHF | 66,545 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 70,122 CHF | 70,652 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 69,446 CHF | 69,977 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 67,527 CHF | 68,067 CHF | 98.63% | 98.63% |
| 13/11/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 67,050 CHF | 67,591 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.77% | 1.23 CHF | 1.24 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 68,986 CHF | 69,521 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 71,728 CHF | 72,258 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 68,038 CHF | 68,577 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.75% | 1.26 CHF | 1.27 CHF | 54,000 | 54,000 | 52,875 | 52,875 | 70,009 CHF | 70,538 CHF | 100.00% | 100.00% |
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