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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 | 1.43% | 1.02 CHF | 1.03 CHF | 132,000 | 132,000 | 58,455 | 58,455 | 62,204 CHF | 62,965 CHF | 99.33% | 99.33% |
| 19/11/2024 | 1.42% | 1.08 CHF | 1.09 CHF | 131,000 | 131,000 | 58,579 | 58,579 | 62,919 CHF | 63,680 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.41% | 1.09 CHF | 1.10 CHF | 130,000 | 130,000 | 58,169 | 58,169 | 63,353 CHF | 64,110 CHF | 99.77% | 99.77% |
| 15/11/2024 | 1.42% | 1.10 CHF | 1.11 CHF | 130,000 | 130,000 | 58,115 | 58,115 | 63,349 CHF | 64,105 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.39% | 1.09 CHF | 1.10 CHF | 130,000 | 130,000 | 58,303 | 58,303 | 64,305 CHF | 65,065 CHF | 98.59% | 98.59% |
| 13/11/2024 | 1.33% | 1.09 CHF | 1.10 CHF | 130,000 | 130,000 | 57,748 | 57,748 | 65,511 CHF | 66,259 CHF | 99.80% | 99.80% |
| 12/11/2024 | 1.32% | 1.17 CHF | 1.18 CHF | 128,000 | 128,000 | 57,697 | 57,697 | 67,254 CHF | 68,003 CHF | 99.89% | 99.89% |
| 11/11/2024 | 1.35% | 1.18 CHF | 1.19 CHF | 128,000 | 128,000 | 57,762 | 57,762 | 67,271 CHF | 68,023 CHF | 99.90% | 99.90% |
| 08/11/2024 | 1.43% | 1.13 CHF | 1.14 CHF | 130,000 | 130,000 | 59,192 | 59,192 | 64,444 CHF | 65,211 CHF | 99.05% | 99.05% |
| 07/11/2024 | 1.41% | 1.06 CHF | 1.07 CHF | 133,000 | 133,000 | 59,035 | 59,035 | 63,927 CHF | 64,692 CHF | 100.00% | 100.00% |
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