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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 | 0.65% | 1.60 CHF | 1.61 CHF | 124,000 | 124,000 | 55,092 | 55,092 | 86,826 CHF | 87,378 CHF | 99.89% | 99.89% |
| 19/11/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 122,000 | 122,000 | 53,234 | 53,234 | 81,828 CHF | 82,361 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.06% | 1.54 CHF | 1.55 CHF | 122,000 | 122,000 | 53,568 | 53,568 | 79,517 CHF | 80,211 CHF | 99.89% | 99.89% |
| 15/11/2024 | 1.06% | 1.45 CHF | 1.46 CHF | 118,000 | 118,000 | 47,069 | 47,069 | 68,195 CHF | 68,763 CHF | 99.45% | 99.45% |
| 14/11/2024 | 1.06% | 1.45 CHF | 1.46 CHF | 118,000 | 118,000 | 53,077 | 53,077 | 76,973 CHF | 77,662 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.08% | 1.44 CHF | 1.45 CHF | 118,000 | 118,000 | 53,087 | 53,087 | 75,907 CHF | 76,597 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.07% | 1.44 CHF | 1.45 CHF | 118,000 | 118,000 | 53,100 | 53,100 | 76,267 CHF | 76,957 CHF | 99.86% | 99.86% |
| 11/11/2024 | 1.07% | 1.43 CHF | 1.44 CHF | 118,000 | 118,000 | 52,929 | 52,929 | 76,103 CHF | 76,792 CHF | 99.57% | 99.57% |
| 08/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 120,000 | 120,000 | 54,256 | 54,256 | 78,710 CHF | 79,253 CHF | 99.19% | 99.19% |
| 07/11/2024 | 0.78% | 1.45 CHF | 1.46 CHF | 120,000 | 120,000 | 52,351 | 52,351 | 75,799 CHF | 76,348 CHF | 99.90% | 99.90% |
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