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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 | 0.81% | 1.24 CHF | 1.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 367,163 CHF | 370,163 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 368,654 CHF | 371,654 CHF | 99.86% | 99.86% |
| 18/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 300,000 | 300,000 | 297,071 | 297,071 | 355,903 CHF | 358,874 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 290,000 | 290,000 | 290,584 | 290,584 | 340,931 CHF | 343,836 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 326,703 CHF | 329,603 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 290,000 | 290,000 | 284,460 | 284,460 | 313,261 CHF | 316,106 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 290,000 | 290,000 | 285,346 | 285,346 | 315,349 CHF | 318,202 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 302,146 CHF | 304,946 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 290,000 | 290,000 | 284,000 | 284,000 | 312,610 CHF | 315,450 CHF | 98.92% | 98.92% |
| 07/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 302,201 CHF | 305,001 CHF | 100.00% | 100.00% |
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