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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 | 0.78% | 1.27 CHF | 1.28 CHF | 430,000 | 430,000 | 191,162 | 191,162 | 248,541 CHF | 250,459 CHF | 99.08% | 99.08% |
| 19/11/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 430,000 | 430,000 | 193,201 | 193,201 | 245,745 CHF | 247,682 CHF | 98.00% | 98.00% |
| 18/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 420,000 | 420,000 | 188,796 | 188,796 | 249,149 CHF | 251,040 CHF | 98.76% | 98.76% |
| 15/11/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 420,000 | 420,000 | 183,700 | 183,700 | 256,412 CHF | 258,264 CHF | 97.28% | 97.28% |
| 14/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 410,000 | 410,000 | 171,802 | 171,802 | 258,842 CHF | 260,568 CHF | 97.90% | 97.90% |
| 13/11/2024 | 0.73% | 1.47 CHF | 1.48 CHF | 410,000 | 410,000 | 183,109 | 183,109 | 261,224 CHF | 263,063 CHF | 98.29% | 98.29% |
| 12/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 420,000 | 420,000 | 187,172 | 187,172 | 256,741 CHF | 258,619 CHF | 98.99% | 98.99% |
| 11/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 420,000 | 420,000 | 184,081 | 184,081 | 256,234 CHF | 258,082 CHF | 98.10% | 98.10% |
| 08/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 420,000 | 420,000 | 187,208 | 187,208 | 261,935 CHF | 263,816 CHF | 99.56% | 99.56% |
| 07/11/2024 | 0.75% | 1.43 CHF | 1.44 CHF | 420,000 | 420,000 | 185,346 | 185,346 | 257,785 CHF | 259,648 CHF | 98.26% | 98.26% |
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