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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 | 0.56% | 1.80 CHF | 1.81 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 75,642 CHF | 76,067 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 76,197 CHF | 76,625 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 72,750 CHF | 73,170 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 71,217 CHF | 71,630 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 74,258 CHF | 74,680 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 73,696 CHF | 74,116 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 71,171 CHF | 71,585 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 64,675 CHF | 65,075 CHF | 99.64% | 99.64% |
| 08/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 40,000 | 40,000 | 39,993 | 39,993 | 65,243 CHF | 65,643 CHF | 98.68% | 98.68% |
| 07/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 60,800 CHF | 61,188 CHF | 99.44% | 99.44% |
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