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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 | 1.33% | 1.10 CHF | 1.11 CHF | 132,000 | 132,000 | 58,457 | 58,457 | 67,005 CHF | 67,765 CHF | 99.34% | 99.34% |
| 19/11/2024 | 1.32% | 1.16 CHF | 1.17 CHF | 131,000 | 131,000 | 58,565 | 58,565 | 67,716 CHF | 68,477 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.31% | 1.17 CHF | 1.18 CHF | 130,000 | 130,000 | 58,171 | 58,171 | 68,074 CHF | 68,831 CHF | 99.78% | 99.78% |
| 15/11/2024 | 1.32% | 1.18 CHF | 1.19 CHF | 130,000 | 130,000 | 58,115 | 58,115 | 68,155 CHF | 68,911 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.30% | 1.17 CHF | 1.18 CHF | 130,000 | 130,000 | 58,305 | 58,305 | 69,111 CHF | 69,871 CHF | 98.61% | 98.61% |
| 13/11/2024 | 1.24% | 1.17 CHF | 1.18 CHF | 130,000 | 130,000 | 57,752 | 57,752 | 70,240 CHF | 70,989 CHF | 99.80% | 99.80% |
| 12/11/2024 | 1.24% | 1.25 CHF | 1.26 CHF | 128,000 | 128,000 | 57,701 | 57,701 | 71,973 CHF | 72,722 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.26% | 1.27 CHF | 1.28 CHF | 128,000 | 128,000 | 57,762 | 57,762 | 71,976 CHF | 72,728 CHF | 99.90% | 99.90% |
| 08/11/2024 | 1.33% | 1.21 CHF | 1.22 CHF | 130,000 | 130,000 | 59,198 | 59,198 | 69,222 CHF | 69,990 CHF | 99.05% | 99.05% |
| 07/11/2024 | 1.31% | 1.14 CHF | 1.15 CHF | 133,000 | 133,000 | 59,030 | 59,030 | 68,726 CHF | 69,491 CHF | 100.00% | 100.00% |
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