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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 | 1.49% | 1.55 CHF | 1.56 CHF | 195,000 | 195,000 | 86,996 | 86,996 | 135,183 CHF | 136,759 CHF | 99.89% | 99.89% |
| 19/11/2024 | 1.49% | 1.57 CHF | 1.58 CHF | 195,000 | 195,000 | 80,356 | 80,356 | 127,740 CHF | 129,185 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.14% | 1.64 CHF | 1.65 CHF | 200,000 | 200,000 | 89,573 | 89,573 | 148,867 CHF | 150,269 CHF | 99.89% | 99.89% |
| 15/11/2024 | 1.06% | 1.69 CHF | 1.70 CHF | 205,000 | 205,000 | 91,451 | 91,451 | 155,080 CHF | 156,467 CHF | 99.90% | 99.90% |
| 14/11/2024 | 1.35% | 1.66 CHF | 1.67 CHF | 200,000 | 200,000 | 68,837 | 68,837 | 113,941 CHF | 114,977 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.49% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 87,830 | 87,830 | 138,665 CHF | 140,248 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.54% | 1.57 CHF | 1.58 CHF | 195,000 | 195,000 | 86,075 | 86,075 | 130,804 CHF | 132,354 CHF | 99.87% | 99.87% |
| 11/11/2024 | 1.62% | 1.48 CHF | 1.49 CHF | 190,000 | 190,000 | 83,942 | 83,942 | 121,693 CHF | 123,206 CHF | 99.57% | 99.57% |
| 08/11/2024 | 1.61% | 1.45 CHF | 1.46 CHF | 190,000 | 190,000 | 85,324 | 85,324 | 123,475 CHF | 125,015 CHF | 99.19% | 99.19% |
| 07/11/2024 | 1.56% | 1.45 CHF | 1.46 CHF | 190,000 | 190,000 | 85,396 | 85,396 | 125,960 CHF | 127,508 CHF | 100.00% | 100.00% |
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