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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 | 0.92% | 1.08 CHF | 1.09 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 195,142 CHF | 196,942 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 196,127 CHF | 197,927 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 199,763 CHF | 201,563 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 194,690 CHF | 196,490 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 196,212 CHF | 198,012 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 180,000 | 180,000 | 181,846 | 181,846 | 208,447 CHF | 210,265 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 228,772 CHF | 230,672 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 210,923 CHF | 212,742 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 198,462 CHF | 200,262 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 199,176 CHF | 200,976 CHF | 100.00% | 100.00% |
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