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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 | 0.52% | 1.92 CHF | 1.93 CHF | 54,000 | 54,000 | 53,629 | 53,629 | 103,021 CHF | 103,557 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 53,000 | 53,000 | 53,360 | 53,360 | 104,658 CHF | 105,192 CHF | 99.47% | 99.47% |
| 18/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 55,000 | 55,000 | 54,774 | 54,774 | 99,125 CHF | 99,672 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 56,000 | 56,000 | 54,953 | 54,953 | 97,521 CHF | 98,071 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 56,000 | 56,000 | 56,062 | 56,062 | 93,540 CHF | 94,101 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 56,000 | 56,000 | 56,458 | 56,458 | 93,035 CHF | 93,599 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 56,000 | 56,000 | 61,829 | 61,829 | 107,545 CHF | 108,163 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 75,000 | 75,000 | 75,480 | 75,480 | 123,801 CHF | 124,555 CHF | 99.68% | 99.68% |
| 08/11/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 78,000 | 78,000 | 78,491 | 78,491 | 112,179 CHF | 112,964 CHF | 99.20% | 99.20% |
| 07/11/2024 | 0.80% | 1.44 CHF | 1.45 CHF | 79,000 | 79,000 | 81,048 | 81,048 | 101,792 CHF | 102,603 CHF | 98.92% | 98.92% |
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