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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 | 1.01% | 1.78 CHF | 1.79 CHF | 58,000 | 58,000 | 26,197 | 26,197 | 46,505 CHF | 46,904 CHF | 99.05% | 99.05% |
| 19/11/2024 | 1.02% | 1.77 CHF | 1.78 CHF | 58,000 | 58,000 | 26,257 | 26,257 | 46,466 CHF | 46,866 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.96% | 1.84 CHF | 1.85 CHF | 57,000 | 57,000 | 25,888 | 25,888 | 48,088 CHF | 48,481 CHF | 99.87% | 99.87% |
| 15/11/2024 | 0.99% | 1.87 CHF | 1.88 CHF | 57,000 | 57,000 | 26,024 | 26,024 | 47,586 CHF | 47,984 CHF | 99.72% | 99.72% |
| 14/11/2024 | 0.94% | 1.90 CHF | 1.91 CHF | 57,000 | 57,000 | 25,377 | 25,377 | 48,633 CHF | 49,016 CHF | 98.49% | 98.49% |
| 13/11/2024 | 0.96% | 1.95 CHF | 1.96 CHF | 56,000 | 56,000 | 25,777 | 25,777 | 48,891 CHF | 49,283 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.92% | 1.88 CHF | 1.89 CHF | 57,000 | 57,000 | 25,591 | 25,591 | 49,258 CHF | 49,646 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.96% | 1.93 CHF | 1.94 CHF | 57,000 | 57,000 | 25,419 | 25,419 | 48,922 CHF | 49,312 CHF | 99.76% | 99.76% |
| 08/11/2024 | 1.01% | 1.86 CHF | 1.87 CHF | 58,000 | 58,000 | 26,552 | 26,552 | 47,542 CHF | 47,945 CHF | 98.52% | 98.52% |
| 07/11/2024 | 0.96% | 1.79 CHF | 1.80 CHF | 59,000 | 59,000 | 26,261 | 26,261 | 48,709 CHF | 49,108 CHF | 100.00% | 100.00% |
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