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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 120,000 | 120,000 | 119,226 | 119,226 | 134,670 CHF | 135,863 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 112,000 | 112,000 | 112,281 | 112,281 | 147,368 CHF | 148,491 CHF | 98.87% | 98.87% |
| 20/11/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 108,000 | 108,000 | 107,012 | 107,012 | 160,041 CHF | 161,111 CHF | 99.31% | 99.31% |
| 19/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 159,463 CHF | 160,535 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 104,000 | 104,000 | 104,487 | 104,487 | 161,042 CHF | 162,087 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 159,392 CHF | 160,467 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 108,000 | 108,000 | 107,548 | 107,548 | 157,196 CHF | 158,271 CHF | 98.66% | 98.66% |
| 13/11/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 155,736 CHF | 156,812 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.67% | 1.43 CHF | 1.44 CHF | 108,000 | 108,000 | 107,551 | 107,551 | 160,421 CHF | 161,497 CHF | 99.13% | 99.13% |
| 11/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 104,000 | 104,000 | 106,443 | 106,443 | 162,607 CHF | 163,671 CHF | 100.00% | 100.00% |
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