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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 | 0.98% | 1.03 CHF | 1.04 CHF | 188,000 | 188,000 | 186,230 | 186,230 | 189,526 CHF | 191,388 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 186,000 | 186,000 | 187,039 | 187,039 | 191,863 CHF | 193,734 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 184,000 | 184,000 | 185,258 | 185,258 | 187,371 CHF | 189,223 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 186,000 | 186,000 | 185,195 | 185,195 | 189,357 CHF | 191,209 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 186,000 | 186,000 | 187,298 | 187,298 | 195,705 CHF | 197,578 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 192,000 | 192,000 | 191,352 | 191,352 | 211,553 CHF | 213,466 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.93% | 1.12 CHF | 1.13 CHF | 192,000 | 192,000 | 189,166 | 189,166 | 202,518 CHF | 204,410 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 186,000 | 186,000 | 186,013 | 186,013 | 192,767 CHF | 194,627 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 188,000 | 188,000 | 185,802 | 185,802 | 192,147 CHF | 194,005 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 182,000 | 182,000 | 182,780 | 182,780 | 184,454 CHF | 186,281 CHF | 100.00% | 100.00% |
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