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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% | 0.99 CHF | 1.00 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 106,062 CHF | 107,122 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 106,000 | 106,000 | 104,754 | 104,754 | 107,507 CHF | 108,555 CHF | 99.87% | 99.87% |
| 18/11/2024 | 1.00% | 1.05 CHF | 1.06 CHF | 104,000 | 104,000 | 105,687 | 105,687 | 105,622 CHF | 106,679 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 106,000 | 106,000 | 106,131 | 106,131 | 105,710 CHF | 106,772 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 104,000 | 104,000 | 105,391 | 105,391 | 108,012 CHF | 109,066 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.02% | 1.10 CHF | 1.11 CHF | 104,000 | 104,000 | 106,602 | 106,602 | 103,866 CHF | 104,932 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 1.09 CHF | 1.10 CHF | 104,000 | 104,000 | 99,984 | 99,984 | 124,212 CHF | 125,212 CHF | 99.79% | 99.79% |
| 11/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 129,182 CHF | 130,162 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 98,000 | 98,000 | 99,561 | 99,561 | 125,487 CHF | 126,483 CHF | 98.89% | 98.89% |
| 07/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 98,245 | 98,245 | 125,525 CHF | 126,507 CHF | 100.00% | 100.00% |
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