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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 | 0.84% | 1.12 CHF | 1.13 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 122,314 CHF | 123,342 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 123,585 CHF | 124,613 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.86% | 1.22 CHF | 1.23 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 119,303 CHF | 120,335 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.71% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 139,495 CHF | 140,482 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 149,984 CHF | 150,951 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 122,801 CHF | 123,825 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 129,097 CHF | 130,099 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 127,423 CHF | 128,437 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 120,981 CHF | 122,008 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 102,000 | 102,000 | 102,629 | 102,629 | 119,739 CHF | 120,765 CHF | 100.00% | 100.00% |
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