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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 | 0.73% | 1.30 CHF | 1.31 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 140,798 CHF | 141,825 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 142,057 CHF | 143,085 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.75% | 1.40 CHF | 1.41 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 137,891 CHF | 138,923 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.63% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 157,390 CHF | 158,377 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 1.80 CHF | 1.81 CHF | 96,000 | 96,000 | 96,675 | 96,675 | 167,516 CHF | 168,483 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 141,271 CHF | 142,295 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 147,138 CHF | 148,140 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 145,716 CHF | 146,729 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 139,524 CHF | 140,551 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 102,000 | 102,000 | 102,629 | 102,629 | 138,329 CHF | 139,355 CHF | 100.00% | 100.00% |
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