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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 | 0.76% | 1.33 CHF | 1.34 CHF | 156,000 | 156,000 | 155,165 | 155,165 | 204,376 CHF | 205,928 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 156,000 | 156,000 | 155,840 | 155,840 | 207,753 CHF | 209,311 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 156,000 | 156,000 | 154,831 | 154,831 | 204,835 CHF | 206,383 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 158,000 | 158,000 | 155,656 | 155,656 | 210,814 CHF | 212,371 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 156,000 | 156,000 | 158,864 | 158,864 | 223,854 CHF | 225,443 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 162,000 | 162,000 | 160,422 | 160,422 | 230,675 CHF | 232,280 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 210,525 CHF | 212,083 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 214,544 CHF | 216,110 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 219,126 CHF | 220,697 CHF | 99.40% | 99.40% |
| 07/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 195,980 CHF | 197,497 CHF | 100.00% | 100.00% |
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