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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 | 1.44% | 1.01 CHF | 1.02 CHF | 132,000 | 132,000 | 58,466 | 58,466 | 61,939 CHF | 62,699 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.43% | 1.07 CHF | 1.08 CHF | 131,000 | 131,000 | 58,582 | 58,582 | 62,619 CHF | 63,379 CHF | 99.94% | 99.94% |
| 18/11/2024 | 1.41% | 1.09 CHF | 1.10 CHF | 130,000 | 130,000 | 58,103 | 58,103 | 62,928 CHF | 63,684 CHF | 99.68% | 99.68% |
| 15/11/2024 | 1.43% | 1.09 CHF | 1.10 CHF | 130,000 | 130,000 | 58,117 | 58,117 | 63,083 CHF | 63,839 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.40% | 1.09 CHF | 1.10 CHF | 130,000 | 130,000 | 58,189 | 58,189 | 63,823 CHF | 64,582 CHF | 98.45% | 98.45% |
| 13/11/2024 | 1.34% | 1.09 CHF | 1.10 CHF | 130,000 | 130,000 | 57,511 | 57,511 | 64,953 CHF | 65,700 CHF | 99.09% | 99.09% |
| 12/11/2024 | 1.33% | 1.17 CHF | 1.18 CHF | 128,000 | 128,000 | 57,719 | 57,719 | 66,996 CHF | 67,745 CHF | 99.81% | 99.81% |
| 11/11/2024 | 1.35% | 1.18 CHF | 1.19 CHF | 128,000 | 128,000 | 57,768 | 57,768 | 66,972 CHF | 67,725 CHF | 99.90% | 99.90% |
| 08/11/2024 | 1.44% | 1.12 CHF | 1.13 CHF | 130,000 | 130,000 | 59,196 | 59,196 | 64,118 CHF | 64,885 CHF | 99.04% | 99.04% |
| 07/11/2024 | 1.42% | 1.05 CHF | 1.06 CHF | 133,000 | 133,000 | 59,015 | 59,015 | 63,635 CHF | 64,400 CHF | 99.96% | 99.96% |
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