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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 | 0.97% | 1.03 CHF | 1.04 CHF | 108,000 | 108,000 | 105,352 | 105,352 | 108,530 CHF | 109,583 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 110,000 | 110,000 | 107,062 | 107,062 | 111,908 CHF | 112,979 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 114,606 CHF | 115,678 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 112,000 | 112,000 | 108,236 | 108,236 | 119,473 CHF | 120,555 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 112,000 | 112,000 | 109,507 | 109,507 | 125,140 CHF | 126,235 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 112,000 | 112,000 | 108,896 | 108,896 | 121,896 CHF | 122,985 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 112,000 | 112,000 | 110,613 | 110,613 | 124,262 CHF | 125,368 CHF | 68.32% | 100.00% |
| 11/11/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 110,000 | 110,000 | 105,399 | 105,399 | 111,512 CHF | 112,566 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 108,000 | 108,000 | 103,453 | 103,453 | 103,274 CHF | 104,309 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 102,000 | 102,000 | 99,411 | 99,411 | 88,705 CHF | 89,699 CHF | 98.53% | 98.53% |
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