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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 | 0.68% | 1.47 CHF | 1.48 CHF | 54,000 | 54,000 | 53,628 | 53,628 | 79,060 CHF | 79,596 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 53,000 | 53,000 | 53,360 | 53,360 | 80,799 CHF | 81,332 CHF | 99.47% | 99.47% |
| 18/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 55,000 | 55,000 | 54,774 | 54,774 | 74,622 CHF | 75,170 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 56,000 | 56,000 | 54,953 | 54,953 | 72,879 CHF | 73,428 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 56,000 | 56,000 | 56,063 | 56,063 | 68,211 CHF | 68,772 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 56,000 | 56,000 | 56,461 | 56,461 | 67,519 CHF | 68,084 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 56,000 | 56,000 | 61,829 | 61,829 | 79,522 CHF | 80,140 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.85% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,479 | 75,479 | 88,890 CHF | 89,645 CHF | 99.65% | 99.65% |
| 08/11/2024 | 1.03% | 1.01 CHF | 1.02 CHF | 78,000 | 78,000 | 78,491 | 78,491 | 76,018 CHF | 76,802 CHF | 99.15% | 99.15% |
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