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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 | 0.92% | 1.10 CHF | 1.11 CHF | 196,000 | 196,000 | 195,633 | 195,633 | 212,073 CHF | 214,030 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 196,000 | 196,000 | 195,585 | 195,585 | 210,855 CHF | 212,811 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 193,029 CHF | 194,949 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 194,000 | 194,000 | 192,124 | 192,124 | 194,361 CHF | 196,282 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 190,000 | 190,000 | 191,384 | 191,384 | 191,041 CHF | 192,955 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 194,000 | 194,000 | 193,068 | 193,068 | 199,679 CHF | 201,610 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 194,122 CHF | 196,042 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 190,000 | 190,000 | 188,572 | 188,572 | 179,124 CHF | 181,010 CHF | 99.70% | 99.70% |
| 08/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 190,000 | 190,000 | 189,376 | 189,376 | 181,251 CHF | 183,145 CHF | 98.83% | 98.83% |
| 07/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 174,532 CHF | 176,412 CHF | 100.00% | 100.00% |
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