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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 | 0.87% | 1.13 CHF | 1.14 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 137,486 CHF | 138,686 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 141,328 CHF | 142,528 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 139,380 CHF | 140,580 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 140,964 CHF | 142,164 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 142,456 CHF | 143,656 CHF | 98.58% | 98.58% |
| 13/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 141,919 CHF | 143,119 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 136,874 CHF | 138,074 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 135,036 CHF | 136,236 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 136,139 CHF | 137,339 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 134,123 CHF | 135,323 CHF | 100.00% | 100.00% |
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