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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 | 102,739 | 102,739 | 162,376 CHF | 163,403 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 163,617 CHF | 164,645 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 159,608 CHF | 160,640 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.55% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 98,717 | 98,717 | 178,199 CHF | 179,186 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 187,866 CHF | 188,833 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 162,838 CHF | 163,862 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 168,172 CHF | 169,174 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 102,000 | 102,000 | 101,338 | 101,338 | 167,057 CHF | 168,071 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 161,179 CHF | 162,206 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 160,054 CHF | 161,080 CHF | 100.00% | 100.00% |
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