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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 | 0.96% | 1.05 CHF | 1.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 309,496 CHF | 312,496 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 310,917 CHF | 313,917 CHF | 99.86% | 99.86% |
| 18/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 300,000 | 300,000 | 297,070 | 297,070 | 298,889 CHF | 301,859 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 290,000 | 290,000 | 290,584 | 290,584 | 285,284 CHF | 288,190 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 271,235 CHF | 274,135 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 290,000 | 290,000 | 284,460 | 284,460 | 258,752 CHF | 261,597 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 290,000 | 290,000 | 285,346 | 285,346 | 260,750 CHF | 263,603 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 248,330 CHF | 251,130 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 290,000 | 290,000 | 283,996 | 283,996 | 258,054 CHF | 260,894 CHF | 98.90% | 98.90% |
| 07/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 248,540 CHF | 251,340 CHF | 100.00% | 100.00% |
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