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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 | 0.63% | 1.51 CHF | 1.52 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 162,852 CHF | 163,879 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 164,122 CHF | 165,150 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 160,095 CHF | 161,126 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.55% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 178,590 CHF | 179,577 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 96,000 | 96,000 | 96,675 | 96,675 | 188,189 CHF | 189,156 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 163,355 CHF | 164,379 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 168,626 CHF | 169,629 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 167,498 CHF | 168,511 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 161,671 CHF | 162,698 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 102,000 | 102,000 | 102,629 | 102,629 | 160,529 CHF | 161,555 CHF | 100.00% | 100.00% |
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