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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 | 0.69% | 1.51 CHF | 1.52 CHF | 124,000 | 124,000 | 55,091 | 55,091 | 81,457 CHF | 82,009 CHF | 99.89% | 99.89% |
| 19/11/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 122,000 | 122,000 | 53,233 | 53,233 | 76,671 CHF | 77,204 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.14% | 1.44 CHF | 1.45 CHF | 122,000 | 122,000 | 53,568 | 53,568 | 74,333 CHF | 75,027 CHF | 99.89% | 99.89% |
| 15/11/2024 | 1.14% | 1.36 CHF | 1.37 CHF | 118,000 | 118,000 | 47,068 | 47,068 | 63,598 CHF | 64,167 CHF | 99.45% | 99.45% |
| 14/11/2024 | 1.14% | 1.35 CHF | 1.36 CHF | 118,000 | 118,000 | 53,075 | 53,075 | 71,818 CHF | 72,507 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.15% | 1.34 CHF | 1.35 CHF | 118,000 | 118,000 | 53,083 | 53,083 | 70,867 CHF | 71,556 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.15% | 1.34 CHF | 1.35 CHF | 118,000 | 118,000 | 53,098 | 53,098 | 71,108 CHF | 71,798 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.14% | 1.33 CHF | 1.34 CHF | 118,000 | 118,000 | 52,925 | 52,925 | 70,950 CHF | 71,639 CHF | 99.58% | 99.58% |
| 08/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 120,000 | 120,000 | 54,072 | 54,072 | 73,258 CHF | 73,799 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.84% | 1.35 CHF | 1.36 CHF | 120,000 | 120,000 | 52,350 | 52,350 | 70,803 CHF | 71,352 CHF | 99.90% | 99.90% |
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