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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 | 1.04% | 0.98 CHF | 0.99 CHF | 176,000 | 176,000 | 78,383 | 78,383 | 76,346 CHF | 77,132 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 176,000 | 176,000 | 78,239 | 78,239 | 77,569 CHF | 78,353 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 182,000 | 182,000 | 80,643 | 80,643 | 84,564 CHF | 85,372 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 184,000 | 184,000 | 81,844 | 81,844 | 87,638 CHF | 88,458 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 182,000 | 182,000 | 81,461 | 81,461 | 87,645 CHF | 88,461 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.96% | 1.09 CHF | 1.10 CHF | 182,000 | 182,000 | 80,592 | 80,592 | 85,704 CHF | 86,511 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 180,000 | 180,000 | 80,146 | 80,146 | 82,965 CHF | 83,768 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 180,000 | 180,000 | 80,281 | 80,281 | 81,774 CHF | 82,578 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 178,000 | 178,000 | 79,864 | 79,864 | 79,890 CHF | 80,690 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 178,000 | 178,000 | 79,825 | 79,825 | 78,426 CHF | 79,226 CHF | 99.54% | 99.54% |
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