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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 | 0.94% | 1.01 CHF | 1.02 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 57,699 CHF | 58,245 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 59,015 CHF | 59,558 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 63,268 CHF | 63,798 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 62,571 CHF | 63,102 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 60,568 CHF | 61,108 CHF | 98.61% | 98.61% |
| 13/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 60,054 CHF | 60,595 CHF | 99.95% | 99.95% |
| 12/11/2024 | 0.86% | 1.10 CHF | 1.11 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 62,084 CHF | 62,619 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 64,862 CHF | 65,392 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 61,046 CHF | 61,585 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.83% | 1.13 CHF | 1.14 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 63,127 CHF | 63,656 CHF | 100.00% | 100.00% |
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