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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 | 0.53% | 1.88 CHF | 1.89 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 225,173 CHF | 226,373 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 220,965 CHF | 222,165 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 224,137 CHF | 225,337 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 223,410 CHF | 224,610 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 221,538 CHF | 222,738 CHF | 98.60% | 98.60% |
| 13/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 222,205 CHF | 223,405 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 227,014 CHF | 228,214 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 229,336 CHF | 230,536 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 229,019 CHF | 230,219 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 232,619 CHF | 233,819 CHF | 99.04% | 99.04% |
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