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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 | 0.91% | 1.11 CHF | 1.12 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 46,733 CHF | 47,158 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 47,073 CHF | 47,500 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 44,273 CHF | 44,692 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 42,000 | 42,000 | 41,302 | 41,302 | 43,144 CHF | 43,557 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 45,566 CHF | 45,987 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 45,109 CHF | 45,529 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 43,092 CHF | 43,505 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 37,490 CHF | 37,889 CHF | 99.69% | 99.69% |
| 08/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 38,048 CHF | 38,448 CHF | 98.80% | 98.80% |
| 07/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 34,379 CHF | 34,767 CHF | 99.44% | 99.44% |
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