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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 | 0.81% | 1.19 CHF | 1.20 CHF | 140,000 | 140,000 | 131,042 | 131,042 | 160,274 CHF | 161,585 CHF | 94.02% | 94.02% |
| 19/11/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 140,000 | 140,000 | 139,932 | 139,932 | 161,989 CHF | 163,389 CHF | 91.69% | 91.69% |
| 18/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 140,000 | 140,000 | 138,114 | 138,114 | 163,900 CHF | 165,283 CHF | 93.77% | 93.77% |
| 15/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 130,000 | 130,000 | 132,361 | 132,361 | 161,430 CHF | 162,756 CHF | 93.01% | 93.01% |
| 14/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 140,000 | 140,000 | 139,027 | 139,027 | 166,190 CHF | 167,581 CHF | 93.60% | 93.60% |
| 13/11/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 130,000 | 130,000 | 136,316 | 136,316 | 161,599 CHF | 162,963 CHF | 94.85% | 94.85% |
| 12/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 140,000 | 140,000 | 132,266 | 132,266 | 160,435 CHF | 161,758 CHF | 92.63% | 92.63% |
| 11/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 130,000 | 130,000 | 129,978 | 129,978 | 166,533 CHF | 167,833 CHF | 91.26% | 91.26% |
| 08/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 130,000 | 130,000 | 129,971 | 129,971 | 159,997 CHF | 161,297 CHF | 92.33% | 92.33% |
| 07/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 140,000 | 140,000 | 133,316 | 133,316 | 161,587 CHF | 162,922 CHF | 94.24% | 94.24% |
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