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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 | 0.85% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 198,966 CHF | 200,666 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 199,967 CHF | 201,667 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 199,598 CHF | 201,298 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 199,209 CHF | 200,909 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 195,195 CHF | 196,895 CHF | 99.34% | 99.34% |
| 13/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 170,000 | 170,000 | 171,303 | 171,303 | 189,165 CHF | 190,878 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 193,105 CHF | 194,805 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 199,440 CHF | 201,140 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 201,447 CHF | 203,147 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 207,539 CHF | 209,239 CHF | 100.00% | 100.00% |
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