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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 161,263 CHF | 163,063 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 162,214 CHF | 164,014 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 165,795 CHF | 167,595 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 160,586 CHF | 162,386 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 161,983 CHF | 163,783 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 180,000 | 180,000 | 181,847 | 181,847 | 173,884 CHF | 175,703 CHF | 99.34% | 99.34% |
| 13/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 192,855 CHF | 194,755 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.03% | 1.02 CHF | 1.03 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 176,462 CHF | 178,282 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 164,362 CHF | 166,162 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 164,847 CHF | 166,647 CHF | 100.00% | 100.00% |
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