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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 | 1.76% | 1.09 CHF | 1.11 CHF | 77,000 | 77,000 | 76,837 | 76,837 | 86,365 CHF | 87,902 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.81% | 1.09 CHF | 1.11 CHF | 77,000 | 77,000 | 77,143 | 77,143 | 84,634 CHF | 86,177 CHF | 99.91% | 99.91% |
| 18/11/2024 | 1.76% | 1.14 CHF | 1.16 CHF | 77,000 | 77,000 | 76,960 | 76,960 | 86,923 CHF | 88,462 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.68% | 1.16 CHF | 1.18 CHF | 76,000 | 76,000 | 76,002 | 76,002 | 89,785 CHF | 91,305 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.72% | 1.19 CHF | 1.21 CHF | 76,000 | 76,000 | 76,385 | 76,385 | 88,247 CHF | 89,774 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.80% | 1.09 CHF | 1.11 CHF | 77,000 | 77,000 | 77,139 | 77,139 | 85,023 CHF | 86,566 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.67% | 1.13 CHF | 1.15 CHF | 77,000 | 77,000 | 76,121 | 76,121 | 90,684 CHF | 92,206 CHF | 99.92% | 99.92% |
| 11/11/2024 | 1.67% | 1.16 CHF | 1.18 CHF | 76,000 | 76,000 | 76,011 | 76,011 | 90,424 CHF | 91,945 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.76% | 1.13 CHF | 1.15 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 86,913 CHF | 88,453 CHF | 98.97% | 98.97% |
| 07/11/2024 | 1.72% | 1.16 CHF | 1.18 CHF | 76,000 | 76,000 | 76,439 | 76,439 | 88,280 CHF | 89,809 CHF | 100.00% | 100.00% |
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