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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.18% | 1.72 CHF | 1.74 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 160,883 CHF | 162,785 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.13% | 1.76 CHF | 1.78 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 169,650 CHF | 171,575 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.08% | 1.80 CHF | 1.82 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 180,313 CHF | 182,271 CHF | 99.91% | 99.91% |
| 18/11/2024 | 1.08% | 1.84 CHF | 1.86 CHF | 98,000 | 98,000 | 97,904 | 97,904 | 179,974 CHF | 181,932 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.21% | 1.82 CHF | 1.84 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 154,568 CHF | 156,451 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.43% | 1.38 CHF | 1.40 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 124,629 CHF | 126,425 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.39% | 1.39 CHF | 1.41 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 129,143 CHF | 130,952 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.45% | 1.35 CHF | 1.37 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 122,295 CHF | 124,085 CHF | 99.92% | 99.92% |
| 11/11/2024 | 1.42% | 1.41 CHF | 1.43 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 126,084 CHF | 127,886 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.34% | 1.46 CHF | 1.48 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 135,760 CHF | 137,588 CHF | 98.97% | 98.97% |
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