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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 | 0.78% | 1.31 CHF | 1.32 CHF | 110,000 | 110,000 | 107,597 | 107,597 | 137,687 CHF | 138,763 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 106,000 | 106,000 | 104,330 | 104,330 | 124,102 CHF | 125,145 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 113,969 CHF | 114,984 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 112,445 CHF | 113,457 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 116,075 CHF | 117,095 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 104,000 | 104,000 | 102,066 | 102,066 | 115,710 CHF | 116,731 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.97% | 1.10 CHF | 1.11 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 102,588 CHF | 103,569 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 99,371 | 99,371 | 105,555 CHF | 106,549 CHF | 99.24% | 99.24% |
| 08/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 105,241 CHF | 106,234 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 100,030 CHF | 101,004 CHF | 99.40% | 99.40% |
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