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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 | 1.32% | 1.20 CHF | 1.21 CHF | 70,000 | 70,000 | 32,604 | 32,604 | 38,489 CHF | 38,923 CHF | 98.88% | 98.88% |
| 19/11/2024 | 1.41% | 1.12 CHF | 1.13 CHF | 70,000 | 70,000 | 32,677 | 32,677 | 36,034 CHF | 36,468 CHF | 97.75% | 97.75% |
| 18/11/2024 | 1.47% | 1.10 CHF | 1.11 CHF | 70,000 | 70,000 | 32,456 | 32,456 | 34,784 CHF | 35,216 CHF | 99.00% | 99.00% |
| 15/11/2024 | 1.38% | 1.10 CHF | 1.11 CHF | 70,000 | 70,000 | 32,297 | 32,297 | 36,223 CHF | 36,653 CHF | 98.08% | 98.08% |
| 14/11/2024 | 1.32% | 1.11 CHF | 1.12 CHF | 70,000 | 70,000 | 32,036 | 32,036 | 37,234 CHF | 37,665 CHF | 94.48% | 94.48% |
| 13/11/2024 | 1.32% | 1.19 CHF | 1.20 CHF | 70,000 | 70,000 | 32,656 | 32,656 | 38,411 CHF | 38,845 CHF | 98.01% | 98.01% |
| 12/11/2024 | 1.30% | 1.16 CHF | 1.17 CHF | 70,000 | 70,000 | 32,084 | 32,084 | 38,268 CHF | 38,697 CHF | 97.33% | 97.33% |
| 11/11/2024 | 1.28% | 1.22 CHF | 1.23 CHF | 70,000 | 70,000 | 32,133 | 32,133 | 39,303 CHF | 39,733 CHF | 97.83% | 97.83% |
| 08/11/2024 | 1.28% | 1.24 CHF | 1.25 CHF | 70,000 | 70,000 | 32,556 | 32,556 | 39,540 CHF | 39,973 CHF | 95.33% | 95.33% |
| 07/11/2024 | 1.28% | 1.17 CHF | 1.18 CHF | 70,000 | 70,000 | 32,571 | 32,571 | 39,152 CHF | 39,585 CHF | 98.57% | 98.57% |
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