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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 | 0.78% | 1.29 CHF | 1.30 CHF | 196,000 | 196,000 | 195,634 | 195,634 | 249,934 CHF | 251,890 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 196,000 | 196,000 | 195,585 | 195,585 | 248,905 CHF | 250,861 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 230,302 CHF | 232,222 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 194,000 | 194,000 | 192,124 | 192,124 | 231,573 CHF | 233,494 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 190,000 | 190,000 | 191,385 | 191,385 | 228,300 CHF | 230,214 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 194,000 | 194,000 | 193,068 | 193,068 | 237,060 CHF | 238,991 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 231,671 CHF | 233,591 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 190,000 | 190,000 | 188,571 | 188,571 | 216,092 CHF | 217,978 CHF | 99.68% | 99.68% |
| 08/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 190,000 | 190,000 | 189,376 | 189,376 | 218,210 CHF | 220,104 CHF | 98.79% | 98.79% |
| 07/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 211,093 CHF | 212,973 CHF | 100.00% | 100.00% |
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