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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 | 1.18% | 0.81 CHF | 0.82 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 126,506 CHF | 128,006 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 125,132 CHF | 126,632 CHF | 99.87% | 99.87% |
| 18/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 150,000 | 150,000 | 148,537 | 148,537 | 133,283 CHF | 134,768 CHF | 99.97% | 99.97% |
| 15/11/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 145,000 | 145,000 | 145,290 | 145,290 | 138,026 CHF | 139,478 CHF | 99.77% | 99.77% |
| 14/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 151,514 CHF | 152,964 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 145,000 | 145,000 | 142,230 | 142,230 | 156,280 CHF | 157,703 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 145,000 | 145,000 | 142,673 | 142,673 | 155,528 CHF | 156,955 CHF | 99.89% | 99.89% |
| 11/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 160,624 CHF | 162,024 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 145,000 | 145,000 | 141,998 | 141,998 | 157,207 CHF | 158,627 CHF | 98.93% | 98.93% |
| 07/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 161,136 CHF | 162,536 CHF | 100.00% | 100.00% |
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