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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 | 367,880 CHF | 370,880 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 369,545 CHF | 372,545 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 300,000 | 300,000 | 297,071 | 297,071 | 357,255 CHF | 360,225 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 290,000 | 290,000 | 290,584 | 290,584 | 342,369 CHF | 345,275 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 328,262 CHF | 331,162 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 290,000 | 290,000 | 284,460 | 284,460 | 314,384 CHF | 317,229 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 290,000 | 290,000 | 285,348 | 285,348 | 317,264 CHF | 320,117 CHF | 99.93% | 99.93% |
| 11/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 302,822 CHF | 305,622 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 290,000 | 290,000 | 284,001 | 284,001 | 313,721 CHF | 316,561 CHF | 98.97% | 98.97% |
| 07/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 303,328 CHF | 306,128 CHF | 100.00% | 100.00% |
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