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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 | 0.66% | 1.52 CHF | 1.53 CHF | 156,000 | 156,000 | 155,165 | 155,165 | 233,341 CHF | 234,893 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 156,000 | 156,000 | 155,840 | 155,840 | 236,765 CHF | 238,323 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 156,000 | 156,000 | 154,831 | 154,831 | 233,784 CHF | 235,332 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 158,000 | 158,000 | 155,656 | 155,656 | 240,061 CHF | 241,618 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 156,000 | 156,000 | 158,865 | 158,865 | 253,644 CHF | 255,232 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 162,000 | 162,000 | 160,420 | 160,420 | 260,687 CHF | 262,292 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 239,760 CHF | 241,319 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 243,864 CHF | 245,429 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 248,672 CHF | 250,243 CHF | 99.40% | 99.40% |
| 07/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 224,610 CHF | 226,127 CHF | 100.00% | 100.00% |
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