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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 | 0.54% | 1.94 CHF | 1.95 CHF | 390,000 | 390,000 | 115,297 | 115,297 | 223,648 CHF | 224,810 CHF | 96.33% | 98.32% |
| 19/11/2024 | 0.57% | 1.84 CHF | 1.85 CHF | 400,000 | 400,000 | 135,169 | 135,169 | 244,445 CHF | 245,799 CHF | 98.11% | 98.11% |
| 18/11/2024 | 0.60% | 1.79 CHF | 1.80 CHF | 410,000 | 410,000 | 132,730 | 132,730 | 228,405 CHF | 229,734 CHF | 97.42% | 97.42% |
| 15/11/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 420,000 | 420,000 | 127,589 | 127,589 | 220,076 CHF | 221,354 CHF | 99.08% | 99.08% |
| 14/11/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 410,000 | 410,000 | 132,981 | 132,981 | 235,926 CHF | 237,261 CHF | 99.05% | 99.05% |
| 13/11/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 410,000 | 410,000 | 136,645 | 136,645 | 234,424 CHF | 235,795 CHF | 99.14% | 99.14% |
| 12/11/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 430,000 | 430,000 | 136,871 | 136,871 | 224,934 CHF | 226,309 CHF | 98.70% | 98.70% |
| 11/11/2024 | 0.69% | 1.61 CHF | 1.64 CHF | 43,000 | 43,000 | 126,227 | 126,227 | 201,076 CHF | 202,372 CHF | 99.32% | 99.32% |
| 08/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 450,000 | 450,000 | 140,778 | 140,778 | 219,987 CHF | 221,401 CHF | 98.74% | 98.74% |
| 07/11/2024 | 0.68% | 1.54 CHF | 1.55 CHF | 450,000 | 450,000 | 141,926 | 141,926 | 215,091 CHF | 216,515 CHF | 99.24% | 99.24% |
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