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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 | 1.02% | 0.98 CHF | 0.99 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 51,538 CHF | 52,065 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 50,088 CHF | 50,623 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 48,050 CHF | 48,586 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 56,000 | 56,000 | 54,118 | 54,118 | 45,669 CHF | 46,210 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 56,000 | 56,000 | 54,753 | 54,753 | 42,167 CHF | 42,715 CHF | 99.33% | 99.33% |
| 13/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 44,405 CHF | 44,949 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.21% | 0.77 CHF | 0.78 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 45,299 CHF | 45,852 CHF | 68.32% | 100.00% |
| 11/11/2024 | 1.03% | 0.92 CHF | 0.93 CHF | 55,000 | 55,000 | 52,700 | 52,700 | 50,762 CHF | 51,289 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.92% | 1.03 CHF | 1.04 CHF | 54,000 | 54,000 | 51,727 | 51,727 | 55,887 CHF | 56,404 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 51,000 | 51,000 | 49,705 | 49,705 | 65,029 CHF | 65,526 CHF | 98.53% | 98.53% |
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