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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 | 0.68% | 1.50 CHF | 1.51 CHF | 110,000 | 110,000 | 107,597 | 107,597 | 157,704 CHF | 158,780 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 106,000 | 106,000 | 104,330 | 104,330 | 143,598 CHF | 144,641 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 132,890 CHF | 133,905 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 131,388 CHF | 132,400 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 102,000 | 102,000 | 101,977 | 101,977 | 135,138 CHF | 136,158 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 104,000 | 104,000 | 102,067 | 102,067 | 134,815 CHF | 135,836 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 1.29 CHF | 1.30 CHF | 102,000 | 102,000 | 97,894 | 97,894 | 120,906 CHF | 121,887 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 99,371 | 99,371 | 124,150 CHF | 125,144 CHF | 99.24% | 99.24% |
| 08/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 123,846 CHF | 124,839 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 118,409 CHF | 119,383 CHF | 99.40% | 99.40% |
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