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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 102,000 | 102,000 | 102,460 | 102,460 | 108,943 CHF | 109,968 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 99,440 | 99,440 | 111,450 CHF | 112,445 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 98,000 | 98,000 | 96,960 | 96,960 | 113,515 CHF | 114,485 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 114,538 CHF | 115,498 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 94,000 | 94,000 | 94,138 | 94,138 | 114,154 CHF | 115,095 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 94,000 | 94,000 | 95,359 | 95,359 | 114,422 CHF | 115,376 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 96,000 | 96,000 | 95,138 | 95,138 | 114,041 CHF | 114,992 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 96,000 | 96,000 | 94,319 | 94,319 | 114,375 CHF | 115,318 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 94,000 | 94,000 | 93,998 | 93,998 | 116,279 CHF | 117,219 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 96,000 | 96,000 | 95,519 | 95,519 | 114,588 CHF | 115,543 CHF | 100.00% | 100.00% |
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