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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 | 0.74% | 1.41 CHF | 1.42 CHF | 124,000 | 124,000 | 55,094 | 55,094 | 76,392 CHF | 76,944 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 122,000 | 122,000 | 53,231 | 53,231 | 71,772 CHF | 72,305 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.22% | 1.35 CHF | 1.36 CHF | 122,000 | 122,000 | 53,571 | 53,571 | 69,369 CHF | 70,063 CHF | 99.90% | 99.90% |
| 15/11/2024 | 1.22% | 1.26 CHF | 1.27 CHF | 118,000 | 118,000 | 47,070 | 47,070 | 59,262 CHF | 59,831 CHF | 99.45% | 99.45% |
| 14/11/2024 | 1.22% | 1.26 CHF | 1.27 CHF | 118,000 | 118,000 | 53,081 | 53,081 | 66,906 CHF | 67,595 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.24% | 1.25 CHF | 1.26 CHF | 118,000 | 118,000 | 53,084 | 53,084 | 65,945 CHF | 66,634 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.23% | 1.25 CHF | 1.26 CHF | 118,000 | 118,000 | 53,100 | 53,100 | 66,270 CHF | 66,960 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.23% | 1.24 CHF | 1.25 CHF | 118,000 | 118,000 | 52,928 | 52,928 | 66,140 CHF | 66,829 CHF | 99.53% | 99.53% |
| 08/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 120,000 | 120,000 | 54,197 | 54,197 | 68,537 CHF | 69,080 CHF | 99.44% | 99.44% |
| 07/11/2024 | 0.90% | 1.26 CHF | 1.27 CHF | 120,000 | 120,000 | 52,351 | 52,351 | 66,029 CHF | 66,579 CHF | 99.90% | 99.90% |
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