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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 | 1.00% | 0.98 CHF | 0.99 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 119,063 CHF | 120,263 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 122,841 CHF | 124,041 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 120,938 CHF | 122,138 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 122,429 CHF | 123,629 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 123,927 CHF | 125,127 CHF | 98.60% | 98.60% |
| 13/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 123,318 CHF | 124,518 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 118,373 CHF | 119,573 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 116,588 CHF | 117,788 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 117,623 CHF | 118,823 CHF | 99.05% | 99.05% |
| 07/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 115,458 CHF | 116,658 CHF | 100.00% | 100.00% |
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