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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 | 0.89% | 1.11 CHF | 1.12 CHF | 55,000 | 55,000 | 54,008 | 54,008 | 60,771 CHF | 61,311 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 55,000 | 55,000 | 53,931 | 53,931 | 60,884 CHF | 61,424 CHF | 98.88% | 98.88% |
| 18/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 54,000 | 54,000 | 53,493 | 53,493 | 62,136 CHF | 62,672 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 64,031 CHF | 64,571 CHF | 71.89% | 71.89% |
| 14/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 54,000 | 54,000 | 53,492 | 53,492 | 63,757 CHF | 64,293 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 54,000 | 54,000 | 53,489 | 53,489 | 62,678 CHF | 63,214 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 54,000 | 54,000 | 53,492 | 53,492 | 63,879 CHF | 64,414 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 53,000 | 53,000 | 53,149 | 53,149 | 65,890 CHF | 66,422 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 54,000 | 54,000 | 53,458 | 53,458 | 65,973 CHF | 66,508 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 53,000 | 53,000 | 52,748 | 52,748 | 67,819 CHF | 68,347 CHF | 100.00% | 100.00% |
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