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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 | 0.71% | 1.46 CHF | 1.47 CHF | 124,000 | 124,000 | 55,095 | 55,095 | 79,222 CHF | 79,774 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 122,000 | 122,000 | 53,230 | 53,230 | 74,505 CHF | 75,039 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.17% | 1.40 CHF | 1.41 CHF | 122,000 | 122,000 | 53,572 | 53,572 | 72,174 CHF | 72,868 CHF | 99.90% | 99.90% |
| 15/11/2024 | 1.18% | 1.32 CHF | 1.33 CHF | 118,000 | 118,000 | 47,071 | 47,071 | 61,706 CHF | 62,275 CHF | 99.45% | 99.45% |
| 14/11/2024 | 1.18% | 1.31 CHF | 1.32 CHF | 118,000 | 118,000 | 53,078 | 53,078 | 69,682 CHF | 70,371 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.19% | 1.30 CHF | 1.31 CHF | 118,000 | 118,000 | 53,082 | 53,082 | 68,739 CHF | 69,428 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.18% | 1.30 CHF | 1.31 CHF | 118,000 | 118,000 | 53,099 | 53,099 | 68,987 CHF | 69,677 CHF | 99.86% | 99.86% |
| 11/11/2024 | 1.18% | 1.29 CHF | 1.30 CHF | 118,000 | 118,000 | 52,924 | 52,924 | 68,811 CHF | 69,500 CHF | 99.60% | 99.60% |
| 08/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 120,000 | 120,000 | 54,071 | 54,071 | 71,100 CHF | 71,641 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.86% | 1.31 CHF | 1.32 CHF | 120,000 | 120,000 | 52,350 | 52,350 | 68,723 CHF | 69,273 CHF | 99.90% | 99.90% |
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