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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 | 0.57% | 1.77 CHF | 1.78 CHF | 93,000 | 93,000 | 93,102 | 93,102 | 163,784 CHF | 164,715 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 92,000 | 92,000 | 92,203 | 92,203 | 159,559 CHF | 160,481 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 90,000 | 90,000 | 89,562 | 89,562 | 146,510 CHF | 147,406 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 90,000 | 90,000 | 90,310 | 90,310 | 150,204 CHF | 151,107 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 91,000 | 91,000 | 92,426 | 92,426 | 160,845 CHF | 161,770 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 94,000 | 94,000 | 94,441 | 94,441 | 170,598 CHF | 171,542 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 95,000 | 95,000 | 94,513 | 94,513 | 171,300 CHF | 172,245 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 92,000 | 92,000 | 91,731 | 91,731 | 157,568 CHF | 158,485 CHF | 99.72% | 99.72% |
| 08/11/2024 | 0.81% | 1.76 CHF | 1.77 CHF | 93,000 | 93,000 | 74,263 | 74,263 | 126,310 CHF | 127,222 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 85,000 | 85,000 | 85,423 | 85,423 | 126,306 CHF | 127,160 CHF | 100.00% | 100.00% |
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