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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 | 0.83% | 1.21 CHF | 1.22 CHF | 208,000 | 208,000 | 207,965 | 207,965 | 248,968 CHF | 251,048 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 208,000 | 208,000 | 208,037 | 208,037 | 251,817 CHF | 253,897 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 203,000 | 203,000 | 205,400 | 205,400 | 241,803 CHF | 243,857 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 208,000 | 208,000 | 203,867 | 203,867 | 238,445 CHF | 240,484 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 203,000 | 203,000 | 207,189 | 207,189 | 248,122 CHF | 250,194 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 208,000 | 208,000 | 211,766 | 211,766 | 262,836 CHF | 264,954 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 213,000 | 213,000 | 208,820 | 208,820 | 256,535 CHF | 258,623 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 203,000 | 203,000 | 203,170 | 203,170 | 237,311 CHF | 239,343 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.91% | 1.19 CHF | 1.20 CHF | 208,000 | 208,000 | 198,390 | 198,390 | 229,985 CHF | 232,021 CHF | 98.75% | 98.75% |
| 07/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 194,000 | 194,000 | 194,669 | 194,669 | 201,370 CHF | 203,317 CHF | 100.00% | 100.00% |
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