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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 | 0.98% | 1.02 CHF | 1.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 122,042 CHF | 123,242 CHF | 99.48% | 99.48% |
| 19/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 118,037 CHF | 119,237 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 120,914 CHF | 122,114 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 120,023 CHF | 121,223 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 118,172 CHF | 119,372 CHF | 98.61% | 98.61% |
| 13/11/2024 | 1.00% | 0.96 CHF | 0.97 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 118,955 CHF | 120,155 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 123,826 CHF | 125,026 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 126,064 CHF | 127,264 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 125,716 CHF | 126,916 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 129,054 CHF | 130,254 CHF | 100.00% | 100.00% |
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