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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 | 0.64% | 1.57 CHF | 1.58 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 66,206 CHF | 66,631 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 66,672 CHF | 67,099 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 63,487 CHF | 63,906 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 62,060 CHF | 62,473 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 64,861 CHF | 65,282 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 64,358 CHF | 64,778 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 62,035 CHF | 62,448 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 55,810 CHF | 56,210 CHF | 99.69% | 99.69% |
| 08/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 56,349 CHF | 56,749 CHF | 98.82% | 98.82% |
| 07/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 52,217 CHF | 52,606 CHF | 99.44% | 99.44% |
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