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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% | 1.71 CHF | 1.72 CHF | 54,000 | 54,000 | 53,629 | 53,629 | 92,133 CHF | 92,669 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 53,000 | 53,000 | 53,360 | 53,360 | 93,824 CHF | 94,358 CHF | 99.47% | 99.47% |
| 18/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 55,000 | 55,000 | 54,774 | 54,774 | 88,024 CHF | 88,572 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 56,000 | 56,000 | 54,953 | 54,953 | 86,342 CHF | 86,892 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 56,000 | 56,000 | 56,063 | 56,063 | 81,907 CHF | 82,468 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 56,000 | 56,000 | 56,460 | 56,460 | 81,322 CHF | 81,887 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 56,000 | 56,000 | 61,829 | 61,829 | 94,628 CHF | 95,246 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 75,479 | 75,479 | 107,334 CHF | 108,089 CHF | 99.69% | 99.69% |
| 08/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 78,000 | 78,000 | 78,495 | 78,495 | 95,180 CHF | 95,965 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.97% | 1.22 CHF | 1.23 CHF | 79,000 | 79,000 | 81,048 | 81,048 | 84,523 CHF | 85,334 CHF | 98.92% | 98.92% |
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