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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 | 0.73% | 1.40 CHF | 1.41 CHF | 110,000 | 110,000 | 107,597 | 107,597 | 147,726 CHF | 148,802 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 106,000 | 106,000 | 104,330 | 104,330 | 133,865 CHF | 134,909 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 123,398 CHF | 124,413 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 121,981 CHF | 122,994 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 125,529 CHF | 126,549 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 104,000 | 104,000 | 102,067 | 102,067 | 125,228 CHF | 126,249 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.89% | 1.20 CHF | 1.21 CHF | 102,000 | 102,000 | 97,894 | 97,894 | 111,759 CHF | 112,740 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 114,850 CHF | 115,843 CHF | 99.24% | 99.24% |
| 08/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 114,470 CHF | 115,463 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 109,215 CHF | 110,188 CHF | 99.40% | 99.40% |
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