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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 | 0.81% | 1.24 CHF | 1.25 CHF | 156,000 | 156,000 | 155,165 | 155,165 | 189,880 CHF | 191,431 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 156,000 | 156,000 | 155,841 | 155,841 | 193,072 CHF | 194,630 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 156,000 | 156,000 | 154,831 | 154,831 | 190,340 CHF | 191,888 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 158,000 | 158,000 | 155,656 | 155,656 | 196,261 CHF | 197,818 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 156,000 | 156,000 | 158,864 | 158,864 | 208,947 CHF | 210,536 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 162,000 | 162,000 | 160,421 | 160,421 | 215,583 CHF | 217,187 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 196,010 CHF | 197,569 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 199,768 CHF | 201,334 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 204,379 CHF | 205,950 CHF | 99.40% | 99.40% |
| 07/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 181,765 CHF | 183,282 CHF | 100.00% | 100.00% |
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