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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 | 1.14% | 0.86 CHF | 0.87 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 104,390 CHF | 105,590 CHF | 99.48% | 99.48% |
| 19/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 108,221 CHF | 109,421 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 106,184 CHF | 107,384 CHF | 99.90% | 99.90% |
| 15/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 107,572 CHF | 108,772 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 109,147 CHF | 110,347 CHF | 98.59% | 98.59% |
| 13/11/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 108,656 CHF | 109,856 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 103,588 CHF | 104,788 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 101,792 CHF | 102,992 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 102,610 CHF | 103,810 CHF | 99.04% | 99.04% |
| 07/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 100,387 CHF | 101,587 CHF | 100.00% | 100.00% |
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