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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 154,000 | 154,000 | 155,447 | 155,447 | 220,093 CHF | 221,648 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 158,000 | 158,000 | 158,779 | 158,779 | 231,815 CHF | 233,403 CHF | 99.99% | 99.99% |
| 20/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 156,000 | 156,000 | 155,165 | 155,165 | 218,986 CHF | 220,538 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 156,000 | 156,000 | 155,840 | 155,840 | 222,160 CHF | 223,719 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 156,000 | 156,000 | 154,831 | 154,831 | 219,445 CHF | 220,993 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 158,000 | 158,000 | 155,656 | 155,656 | 225,471 CHF | 227,028 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.66% | 1.46 CHF | 1.47 CHF | 156,000 | 156,000 | 158,864 | 158,864 | 238,669 CHF | 240,257 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 162,000 | 162,000 | 160,422 | 160,422 | 245,730 CHF | 247,334 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 225,158 CHF | 226,717 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 229,146 CHF | 230,711 CHF | 99.93% | 99.93% |
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