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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 | 0.72% | 1.31 CHF | 1.32 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 142,216 CHF | 143,243 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 143,505 CHF | 144,533 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.74% | 1.41 CHF | 1.42 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 139,338 CHF | 140,370 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.62% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 158,692 CHF | 159,679 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 95,000 | 95,000 | 96,675 | 96,675 | 168,747 CHF | 169,714 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 142,753 CHF | 143,777 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 148,529 CHF | 149,532 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 147,111 CHF | 148,125 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 140,967 CHF | 141,994 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 102,000 | 102,000 | 102,629 | 102,629 | 139,770 CHF | 140,796 CHF | 100.00% | 100.00% |
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