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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 | 1.10% | 1.40 CHF | 1.41 CHF | 390,000 | 390,000 | 173,981 | 173,981 | 244,151 CHF | 246,410 CHF | 99.89% | 99.89% |
| 19/11/2024 | 1.14% | 1.41 CHF | 1.42 CHF | 390,000 | 390,000 | 160,725 | 160,725 | 228,273 CHF | 230,406 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.77% | 1.44 CHF | 1.45 CHF | 400,000 | 400,000 | 179,132 | 179,132 | 261,159 CHF | 263,052 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 410,000 | 410,000 | 182,372 | 182,372 | 269,221 CHF | 271,048 CHF | 99.89% | 99.89% |
| 14/11/2024 | 1.00% | 1.46 CHF | 1.47 CHF | 400,000 | 400,000 | 137,669 | 137,669 | 200,610 CHF | 202,176 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.10% | 1.43 CHF | 1.44 CHF | 400,000 | 400,000 | 175,635 | 175,635 | 248,488 CHF | 250,763 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.12% | 1.41 CHF | 1.42 CHF | 390,000 | 390,000 | 171,623 | 171,623 | 237,512 CHF | 239,732 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.15% | 1.36 CHF | 1.37 CHF | 380,000 | 380,000 | 167,349 | 167,349 | 225,707 CHF | 227,874 CHF | 99.58% | 99.58% |
| 08/11/2024 | 1.15% | 1.34 CHF | 1.35 CHF | 380,000 | 380,000 | 170,091 | 170,091 | 228,095 CHF | 230,296 CHF | 99.22% | 99.22% |
| 07/11/2024 | 1.13% | 1.34 CHF | 1.35 CHF | 380,000 | 380,000 | 170,337 | 170,337 | 231,128 CHF | 233,336 CHF | 100.00% | 100.00% |
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