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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% | 1.36 CHF | 1.37 CHF | 115,000 | 115,000 | 110,508 | 110,508 | 153,757 CHF | 154,862 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 115,000 | 115,000 | 113,804 | 113,804 | 155,088 CHF | 156,226 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 154,471 CHF | 155,566 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 154,331 CHF | 155,426 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 110,000 | 110,000 | 111,613 | 111,613 | 153,555 CHF | 154,671 CHF | 98.61% | 98.61% |
| 13/11/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 115,000 | 115,000 | 110,580 | 110,580 | 154,217 CHF | 155,323 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.72% | 1.34 CHF | 1.35 CHF | 115,000 | 115,000 | 110,418 | 110,418 | 153,594 CHF | 154,698 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 161,334 CHF | 162,430 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 157,458 CHF | 158,554 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 162,415 CHF | 163,511 CHF | 100.00% | 100.00% |
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