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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% | 1.79 CHF | 1.80 CHF | 110,000 | 110,000 | 107,596 | 107,596 | 189,092 CHF | 190,168 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 106,000 | 106,000 | 104,330 | 104,330 | 173,936 CHF | 174,979 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 162,628 CHF | 163,643 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 161,102 CHF | 162,114 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 164,992 CHF | 166,012 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 104,000 | 104,000 | 102,066 | 102,066 | 164,652 CHF | 165,673 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.67% | 1.58 CHF | 1.59 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 149,552 CHF | 150,533 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 153,265 CHF | 154,259 CHF | 99.24% | 99.24% |
| 08/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 152,965 CHF | 153,958 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 147,070 CHF | 148,043 CHF | 99.40% | 99.40% |
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