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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 | 0.72% | 1.37 CHF | 1.38 CHF | 340,000 | 340,000 | 153,070 | 153,070 | 215,382 CHF | 216,918 CHF | 97.64% | 97.64% |
| 19/11/2024 | 0.74% | 1.41 CHF | 1.42 CHF | 340,000 | 340,000 | 154,108 | 154,108 | 211,368 CHF | 212,913 CHF | 97.63% | 97.63% |
| 18/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 340,000 | 340,000 | 152,380 | 152,380 | 217,900 CHF | 219,427 CHF | 96.91% | 96.91% |
| 15/11/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 340,000 | 340,000 | 143,682 | 143,682 | 219,329 CHF | 220,779 CHF | 95.63% | 95.63% |
| 14/11/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 330,000 | 330,000 | 136,106 | 136,106 | 226,493 CHF | 227,860 CHF | 96.41% | 96.41% |
| 13/11/2024 | 0.66% | 1.62 CHF | 1.63 CHF | 330,000 | 330,000 | 145,323 | 145,323 | 227,410 CHF | 228,870 CHF | 97.83% | 97.83% |
| 12/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 330,000 | 330,000 | 149,718 | 149,718 | 224,135 CHF | 225,637 CHF | 97.88% | 97.88% |
| 11/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 330,000 | 330,000 | 146,592 | 146,592 | 223,131 CHF | 224,603 CHF | 98.08% | 98.08% |
| 08/11/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 330,000 | 330,000 | 149,663 | 149,663 | 229,423 CHF | 230,927 CHF | 98.14% | 98.14% |
| 07/11/2024 | 0.69% | 1.57 CHF | 1.58 CHF | 330,000 | 330,000 | 148,654 | 148,654 | 226,168 CHF | 227,662 CHF | 98.00% | 98.00% |
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