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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 93,000 | 93,000 | 93,521 | 93,521 | 147,457 CHF | 148,392 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 94,000 | 94,000 | 94,624 | 94,624 | 152,909 CHF | 153,855 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 93,000 | 93,000 | 93,102 | 93,102 | 145,827 CHF | 146,758 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 92,000 | 92,000 | 92,203 | 92,203 | 141,707 CHF | 142,629 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 90,000 | 90,000 | 89,562 | 89,562 | 129,018 CHF | 129,913 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 90,000 | 90,000 | 90,310 | 90,310 | 132,574 CHF | 133,477 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 91,000 | 91,000 | 92,425 | 92,425 | 142,940 CHF | 143,864 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 94,000 | 94,000 | 94,441 | 94,441 | 152,394 CHF | 153,338 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 95,000 | 95,000 | 94,513 | 94,513 | 153,118 CHF | 154,063 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 92,000 | 92,000 | 91,731 | 91,731 | 139,706 CHF | 140,623 CHF | 99.65% | 99.65% |
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