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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 | 1.35% | 0.72 CHF | 0.73 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 124,663 CHF | 126,363 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 125,709 CHF | 127,409 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 125,160 CHF | 126,860 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 124,577 CHF | 126,277 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 120,898 CHF | 122,598 CHF | 99.39% | 99.39% |
| 13/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 170,000 | 170,000 | 171,300 | 171,300 | 114,232 CHF | 115,945 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.42% | 0.66 CHF | 0.67 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 118,801 CHF | 120,501 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 125,181 CHF | 126,881 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 126,892 CHF | 128,592 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 132,685 CHF | 134,385 CHF | 100.00% | 100.00% |
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