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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 | 0.69% | 1.41 CHF | 1.42 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 217,475 CHF | 218,975 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 216,007 CHF | 217,507 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 150,000 | 150,000 | 148,536 | 148,536 | 223,063 CHF | 224,548 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 145,000 | 145,000 | 145,283 | 145,283 | 225,969 CHF | 227,422 CHF | 99.64% | 99.64% |
| 14/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 239,269 CHF | 240,719 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 145,000 | 145,000 | 142,230 | 142,230 | 242,338 CHF | 243,760 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 145,000 | 145,000 | 142,672 | 142,672 | 241,735 CHF | 243,162 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 245,354 CHF | 246,754 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 145,000 | 145,000 | 141,998 | 141,998 | 242,978 CHF | 244,398 CHF | 98.91% | 98.91% |
| 07/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 245,694 CHF | 247,094 CHF | 99.99% | 99.99% |
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