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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 | 1.04% | 0.95 CHF | 0.96 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 163,162 CHF | 164,862 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 164,396 CHF | 166,096 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 163,784 CHF | 165,484 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 163,277 CHF | 164,977 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 159,504 CHF | 161,204 CHF | 99.34% | 99.34% |
| 13/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 170,000 | 170,000 | 171,300 | 171,300 | 153,201 CHF | 154,914 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.07% | 0.89 CHF | 0.90 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 157,394 CHF | 159,094 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 163,581 CHF | 165,281 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 165,597 CHF | 167,297 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 171,478 CHF | 173,178 CHF | 100.00% | 100.00% |
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