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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 | 0.60% | 1.68 CHF | 1.69 CHF | 196,000 | 196,000 | 195,634 | 195,634 | 326,021 CHF | 327,977 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 196,000 | 196,000 | 195,585 | 195,585 | 324,787 CHF | 326,743 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 304,859 CHF | 306,779 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 194,000 | 194,000 | 192,124 | 192,124 | 306,297 CHF | 308,218 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 190,000 | 190,000 | 191,385 | 191,385 | 302,606 CHF | 304,519 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 194,000 | 194,000 | 193,068 | 193,068 | 312,011 CHF | 313,941 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 306,136 CHF | 308,056 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 190,000 | 190,000 | 188,571 | 188,571 | 289,193 CHF | 291,079 CHF | 99.67% | 99.67% |
| 08/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 190,000 | 190,000 | 189,377 | 189,377 | 291,780 CHF | 293,674 CHF | 98.77% | 98.77% |
| 07/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 284,263 CHF | 286,143 CHF | 100.00% | 100.00% |
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