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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 | 1.08% | 1.67 CHF | 1.68 CHF | 58,000 | 58,000 | 26,197 | 26,197 | 43,644 CHF | 44,043 CHF | 99.06% | 99.06% |
| 19/11/2024 | 1.08% | 1.66 CHF | 1.67 CHF | 58,000 | 58,000 | 26,257 | 26,257 | 43,610 CHF | 44,009 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 1.73 CHF | 1.74 CHF | 57,000 | 57,000 | 25,888 | 25,888 | 45,252 CHF | 45,646 CHF | 99.87% | 99.87% |
| 15/11/2024 | 1.05% | 1.76 CHF | 1.77 CHF | 57,000 | 57,000 | 26,024 | 26,024 | 44,729 CHF | 45,127 CHF | 99.72% | 99.72% |
| 14/11/2024 | 1.00% | 1.79 CHF | 1.80 CHF | 57,000 | 57,000 | 25,379 | 25,379 | 45,849 CHF | 46,233 CHF | 98.42% | 98.42% |
| 13/11/2024 | 1.02% | 1.84 CHF | 1.85 CHF | 56,000 | 56,000 | 25,776 | 25,776 | 46,074 CHF | 46,467 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.98% | 1.77 CHF | 1.78 CHF | 57,000 | 57,000 | 25,590 | 25,590 | 46,471 CHF | 46,859 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.02% | 1.83 CHF | 1.84 CHF | 57,000 | 57,000 | 25,419 | 25,419 | 46,167 CHF | 46,556 CHF | 99.76% | 99.76% |
| 08/11/2024 | 1.07% | 1.76 CHF | 1.77 CHF | 58,000 | 58,000 | 26,551 | 26,551 | 44,680 CHF | 45,082 CHF | 98.52% | 98.52% |
| 07/11/2024 | 1.01% | 1.68 CHF | 1.69 CHF | 59,000 | 59,000 | 26,260 | 26,260 | 45,886 CHF | 46,285 CHF | 100.00% | 100.00% |
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