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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 | 1.39% | 0.71 CHF | 0.72 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 128,646 CHF | 130,446 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 129,377 CHF | 131,177 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 132,902 CHF | 134,702 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 127,747 CHF | 129,547 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 128,996 CHF | 130,796 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 180,000 | 180,000 | 181,848 | 181,848 | 140,683 CHF | 142,501 CHF | 99.34% | 99.34% |
| 13/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 157,918 CHF | 159,818 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.26% | 0.84 CHF | 0.85 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 143,143 CHF | 144,962 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 131,424 CHF | 133,224 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 131,994 CHF | 133,793 CHF | 100.00% | 100.00% |
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