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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 | 0.49% | 2.07 CHF | 2.08 CHF | 110,000 | 110,000 | 107,597 | 107,597 | 219,285 CHF | 220,361 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 106,000 | 106,000 | 104,330 | 104,330 | 203,174 CHF | 204,218 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 191,108 CHF | 192,123 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 189,672 CHF | 190,684 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 193,629 CHF | 194,648 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 104,000 | 104,000 | 102,067 | 102,067 | 193,388 CHF | 194,408 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.56% | 1.86 CHF | 1.87 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 177,105 CHF | 178,086 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 181,221 CHF | 182,214 CHF | 99.24% | 99.24% |
| 08/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 180,966 CHF | 181,958 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 174,687 CHF | 175,660 CHF | 99.40% | 99.40% |
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