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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 | 1.24% | 0.79 CHF | 0.80 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 84,841 CHF | 85,901 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 106,000 | 106,000 | 104,753 | 104,753 | 86,541 CHF | 87,588 CHF | 99.87% | 99.87% |
| 18/11/2024 | 1.24% | 0.85 CHF | 0.86 CHF | 104,000 | 104,000 | 105,687 | 105,687 | 84,466 CHF | 85,523 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 106,000 | 106,000 | 106,132 | 106,132 | 84,504 CHF | 85,565 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 104,000 | 104,000 | 105,394 | 105,394 | 86,962 CHF | 88,016 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.29% | 0.90 CHF | 0.91 CHF | 104,000 | 104,000 | 106,602 | 106,602 | 82,497 CHF | 83,563 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.96% | 0.89 CHF | 0.90 CHF | 104,000 | 104,000 | 99,988 | 99,988 | 104,295 CHF | 105,295 CHF | 99.89% | 99.89% |
| 11/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 109,797 CHF | 110,777 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 98,000 | 98,000 | 99,560 | 99,560 | 105,728 CHF | 106,724 CHF | 98.91% | 98.91% |
| 07/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 98,245 | 98,245 | 106,063 CHF | 107,045 CHF | 100.00% | 100.00% |
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