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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 | 0.51% | 1.97 CHF | 1.98 CHF | 110,000 | 110,000 | 107,596 | 107,596 | 209,207 CHF | 210,283 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 106,000 | 106,000 | 104,329 | 104,329 | 193,497 CHF | 194,540 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 181,565 CHF | 182,580 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 180,055 CHF | 181,067 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 184,085 CHF | 185,105 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 104,000 | 104,000 | 102,066 | 102,066 | 183,842 CHF | 184,863 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.59% | 1.77 CHF | 1.78 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 167,878 CHF | 168,859 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 99,371 | 99,371 | 171,986 CHF | 172,980 CHF | 99.24% | 99.24% |
| 08/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 99,272 | 99,272 | 171,690 CHF | 172,682 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 165,418 CHF | 166,391 CHF | 99.40% | 99.40% |
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