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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 108,000 | 108,000 | 109,134 | 109,134 | 184,549 CHF | 185,641 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 112,000 | 112,000 | 112,684 | 112,684 | 198,503 CHF | 199,630 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 110,000 | 110,000 | 107,596 | 107,596 | 179,026 CHF | 180,102 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 106,000 | 106,000 | 104,330 | 104,330 | 164,235 CHF | 165,279 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 153,025 CHF | 154,040 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 151,540 CHF | 152,553 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 155,409 CHF | 156,429 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 104,000 | 104,000 | 102,067 | 102,067 | 155,053 CHF | 156,074 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.71% | 1.49 CHF | 1.50 CHF | 102,000 | 102,000 | 97,894 | 97,894 | 140,345 CHF | 141,326 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 143,933 CHF | 144,927 CHF | 99.24% | 99.24% |
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