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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 | 0.58% | 1.68 CHF | 1.69 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 39,246 CHF | 39,474 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 37,749 CHF | 37,977 CHF | 98.75% | 98.75% |
| 18/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 38,464 CHF | 38,693 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 39,606 CHF | 39,836 CHF | 71.73% | 71.73% |
| 14/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 38,682 CHF | 38,911 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 38,477 CHF | 38,705 CHF | 99.23% | 99.23% |
| 12/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 39,102 CHF | 39,330 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 23,000 | 23,000 | 22,247 | 22,247 | 39,644 CHF | 39,867 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 39,502 CHF | 39,730 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 39,081 CHF | 39,309 CHF | 100.00% | 100.00% |
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