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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 | 0.60% | 1.63 CHF | 1.64 CHF | 160,000 | 160,000 | 159,678 | 159,678 | 265,646 CHF | 267,242 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 164,000 | 164,000 | 162,721 | 162,721 | 262,129 CHF | 263,756 CHF | 99.41% | 99.41% |
| 18/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 268,930 CHF | 270,524 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 266,119 CHF | 267,712 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 160,000 | 160,000 | 161,294 | 161,294 | 261,781 CHF | 263,394 CHF | 98.53% | 98.53% |
| 13/11/2024 | 0.62% | 1.54 CHF | 1.55 CHF | 164,000 | 164,000 | 162,908 | 162,908 | 260,310 CHF | 261,939 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.60% | 1.61 CHF | 1.62 CHF | 164,000 | 164,000 | 159,819 | 159,819 | 265,003 CHF | 266,601 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 160,000 | 160,000 | 159,796 | 159,796 | 263,486 CHF | 265,084 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 164,000 | 164,000 | 162,820 | 162,820 | 256,744 CHF | 258,372 CHF | 98.51% | 98.51% |
| 07/11/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 160,000 | 160,000 | 156,114 | 156,114 | 268,370 CHF | 269,931 CHF | 100.00% | 100.00% |
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