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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 | 1.36% | 1.16 CHF | 1.17 CHF | 70,000 | 70,000 | 32,646 | 32,646 | 37,347 CHF | 37,781 CHF | 98.94% | 98.94% |
| 19/11/2024 | 1.46% | 1.08 CHF | 1.09 CHF | 70,000 | 70,000 | 32,721 | 32,721 | 34,799 CHF | 35,233 CHF | 98.54% | 98.54% |
| 18/11/2024 | 1.53% | 1.06 CHF | 1.07 CHF | 70,000 | 70,000 | 32,669 | 32,669 | 33,581 CHF | 34,014 CHF | 99.54% | 99.54% |
| 15/11/2024 | 1.43% | 1.06 CHF | 1.07 CHF | 70,000 | 70,000 | 32,477 | 32,477 | 35,137 CHF | 35,569 CHF | 98.74% | 98.74% |
| 14/11/2024 | 1.36% | 1.07 CHF | 1.08 CHF | 70,000 | 70,000 | 32,147 | 32,147 | 36,118 CHF | 36,549 CHF | 96.02% | 96.02% |
| 13/11/2024 | 1.36% | 1.15 CHF | 1.16 CHF | 70,000 | 70,000 | 32,652 | 32,652 | 37,175 CHF | 37,608 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.34% | 1.12 CHF | 1.13 CHF | 70,000 | 70,000 | 32,324 | 32,324 | 37,313 CHF | 37,743 CHF | 97.88% | 97.88% |
| 11/11/2024 | 1.30% | 1.20 CHF | 1.21 CHF | 70,000 | 70,000 | 32,281 | 32,281 | 38,744 CHF | 39,174 CHF | 98.46% | 98.46% |
| 08/11/2024 | 1.30% | 1.22 CHF | 1.23 CHF | 70,000 | 70,000 | 32,898 | 32,898 | 39,195 CHF | 39,629 CHF | 96.53% | 96.53% |
| 07/11/2024 | 1.31% | 1.14 CHF | 1.15 CHF | 70,000 | 70,000 | 32,371 | 32,371 | 38,142 CHF | 38,573 CHF | 98.36% | 98.36% |
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