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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 | 0.80% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 99,440 | 99,440 | 124,349 CHF | 125,344 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 98,000 | 98,000 | 96,961 | 96,961 | 126,093 CHF | 127,063 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 127,444 CHF | 128,404 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 94,000 | 94,000 | 94,138 | 94,138 | 126,873 CHF | 127,814 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 94,000 | 94,000 | 95,359 | 95,359 | 127,370 CHF | 128,323 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 96,000 | 96,000 | 95,138 | 95,138 | 126,930 CHF | 127,881 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 96,000 | 96,000 | 94,320 | 94,320 | 127,053 CHF | 127,996 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 94,000 | 94,000 | 93,998 | 93,998 | 128,915 CHF | 129,855 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 96,000 | 96,000 | 95,519 | 95,519 | 127,564 CHF | 128,519 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 94,000 | 94,000 | 93,996 | 93,996 | 128,612 CHF | 129,552 CHF | 100.00% | 100.00% |
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