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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 | 0.78% | 1.27 CHF | 1.28 CHF | 54,000 | 54,000 | 53,629 | 53,629 | 68,473 CHF | 69,009 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.76% | 1.37 CHF | 1.38 CHF | 53,000 | 53,000 | 53,360 | 53,360 | 70,311 CHF | 70,845 CHF | 99.47% | 99.47% |
| 18/11/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 55,000 | 55,000 | 54,774 | 54,774 | 63,962 CHF | 64,509 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 56,000 | 56,000 | 54,953 | 54,953 | 62,215 CHF | 62,764 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 56,000 | 56,000 | 56,062 | 56,062 | 57,630 CHF | 58,190 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 56,000 | 56,000 | 56,460 | 56,460 | 56,818 CHF | 57,383 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 56,000 | 56,000 | 61,829 | 61,829 | 67,710 CHF | 68,328 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.00% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,480 | 75,480 | 75,026 CHF | 75,781 CHF | 99.72% | 99.72% |
| 08/11/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 78,000 | 78,000 | 78,495 | 78,495 | 62,158 CHF | 62,943 CHF | 100.00% | 100.00% |
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