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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 45,000 | 45,000 | 44,966 | 44,966 | 48,660 CHF | 49,110 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 48,974 CHF | 49,424 CHF | 99.64% | 99.64% |
| 20/11/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 46,000 | 46,000 | 45,148 | 45,148 | 48,479 CHF | 48,930 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 45,000 | 45,000 | 45,009 | 45,009 | 48,519 CHF | 48,969 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 45,000 | 45,000 | 45,369 | 45,369 | 48,095 CHF | 48,548 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 47,585 CHF | 48,045 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 45,000 | 45,000 | 45,984 | 45,984 | 47,935 CHF | 48,395 CHF | 98.60% | 98.60% |
| 13/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 46,000 | 46,000 | 45,993 | 45,993 | 47,574 CHF | 48,034 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 48,953 CHF | 49,403 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 45,000 | 45,000 | 44,327 | 44,327 | 50,543 CHF | 50,987 CHF | 100.00% | 100.00% |
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