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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 | 0.95% | 1.04 CHF | 1.05 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 111,032 CHF | 112,092 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 106,000 | 106,000 | 104,754 | 104,754 | 112,413 CHF | 113,460 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.95% | 1.10 CHF | 1.11 CHF | 104,000 | 104,000 | 105,687 | 105,687 | 110,599 CHF | 111,656 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 106,000 | 106,000 | 106,132 | 106,132 | 110,760 CHF | 111,821 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 104,000 | 104,000 | 105,394 | 105,394 | 113,005 CHF | 114,059 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.98% | 1.15 CHF | 1.16 CHF | 104,000 | 104,000 | 106,602 | 106,602 | 108,869 CHF | 109,935 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.77% | 1.14 CHF | 1.15 CHF | 104,000 | 104,000 | 99,988 | 99,988 | 129,090 CHF | 130,090 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 133,924 CHF | 134,904 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 98,000 | 98,000 | 99,560 | 99,560 | 130,282 CHF | 131,277 CHF | 98.93% | 98.93% |
| 07/11/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 98,245 | 98,245 | 130,348 CHF | 131,330 CHF | 100.00% | 100.00% |
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