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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 | 0.82% | 1.21 CHF | 1.22 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 63,767 CHF | 64,294 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 66,580 CHF | 67,116 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 69,097 CHF | 69,632 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 56,000 | 56,000 | 54,118 | 54,118 | 73,296 CHF | 73,837 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 56,000 | 56,000 | 54,753 | 54,753 | 78,329 CHF | 78,876 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 75,340 CHF | 75,884 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 76,849 CHF | 77,402 CHF | 68.32% | 100.00% |
| 11/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 55,000 | 55,000 | 52,700 | 52,700 | 66,268 CHF | 66,795 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 54,000 | 54,000 | 51,727 | 51,727 | 59,016 CHF | 59,533 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 51,000 | 51,000 | 49,705 | 49,705 | 45,942 CHF | 46,439 CHF | 98.53% | 98.53% |
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