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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 | 1.02% | 0.94 CHF | 0.95 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 53,470 CHF | 54,016 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 54,794 CHF | 55,337 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 59,147 CHF | 59,677 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 58,440 CHF | 58,971 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 56,377 CHF | 56,917 CHF | 98.61% | 98.61% |
| 13/11/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 55,828 CHF | 56,369 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.92% | 1.02 CHF | 1.03 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 57,930 CHF | 58,465 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 60,752 CHF | 61,282 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 56,825 CHF | 57,365 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.89% | 1.05 CHF | 1.06 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 58,980 CHF | 59,509 CHF | 100.00% | 100.00% |
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