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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 | 0.54% | 1.88 CHF | 1.89 CHF | 110,000 | 110,000 | 107,596 | 107,596 | 199,228 CHF | 200,304 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 106,000 | 106,000 | 104,329 | 104,329 | 183,756 CHF | 184,799 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 172,080 CHF | 173,095 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 170,610 CHF | 171,623 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 174,489 CHF | 175,509 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 104,000 | 104,000 | 102,066 | 102,066 | 174,255 CHF | 175,276 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.63% | 1.68 CHF | 1.69 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 158,738 CHF | 159,719 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 99,371 | 99,371 | 162,606 CHF | 163,600 CHF | 99.24% | 99.24% |
| 08/11/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 99,272 | 99,272 | 162,341 CHF | 163,334 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 156,271 CHF | 157,245 CHF | 99.40% | 99.40% |
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