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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 | 0.99% | 1.03 CHF | 1.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 302,438 CHF | 305,438 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 304,089 CHF | 307,089 CHF | 99.83% | 99.83% |
| 18/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 300,000 | 297,071 | 297,071 | 292,266 CHF | 295,237 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 290,000 | 290,000 | 290,585 | 290,585 | 278,825 CHF | 281,731 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 264,713 CHF | 267,613 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 290,000 | 290,000 | 284,460 | 284,460 | 252,053 CHF | 254,898 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 290,000 | 290,000 | 285,345 | 285,345 | 254,608 CHF | 257,461 CHF | 99.86% | 99.86% |
| 11/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 241,346 CHF | 244,146 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 290,000 | 290,000 | 283,998 | 283,998 | 251,382 CHF | 254,222 CHF | 98.91% | 98.91% |
| 07/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 241,935 CHF | 244,735 CHF | 100.00% | 100.00% |
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