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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 | 0.96% | 1.04 CHF | 1.05 CHF | 390,000 | 390,000 | 387,912 | 387,912 | 400,526 CHF | 404,405 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 390,000 | 390,000 | 389,602 | 389,602 | 404,687 CHF | 408,583 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 390,000 | 390,000 | 387,077 | 387,077 | 401,269 CHF | 405,140 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 395,000 | 395,000 | 389,141 | 389,141 | 408,936 CHF | 412,828 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 390,000 | 390,000 | 397,160 | 397,160 | 425,517 CHF | 429,488 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 405,000 | 405,000 | 401,050 | 401,050 | 434,580 CHF | 438,590 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 395,000 | 395,000 | 389,696 | 389,696 | 408,251 CHF | 412,148 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 390,000 | 390,000 | 391,394 | 391,394 | 414,029 CHF | 417,943 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 395,000 | 395,000 | 392,756 | 392,756 | 419,373 CHF | 423,300 CHF | 99.40% | 99.40% |
| 07/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 380,000 | 380,000 | 379,242 | 379,242 | 389,670 CHF | 393,462 CHF | 100.00% | 100.00% |
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