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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 | 0.89% | 1.11 CHF | 1.12 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 118,207 CHF | 119,267 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 106,000 | 106,000 | 104,754 | 104,754 | 119,474 CHF | 120,521 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.89% | 1.17 CHF | 1.18 CHF | 104,000 | 104,000 | 105,687 | 105,687 | 117,641 CHF | 118,698 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 106,000 | 106,000 | 106,132 | 106,132 | 117,908 CHF | 118,969 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 104,000 | 104,000 | 105,394 | 105,394 | 120,157 CHF | 121,211 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.92% | 1.21 CHF | 1.22 CHF | 104,000 | 104,000 | 106,602 | 106,602 | 116,040 CHF | 117,106 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.74% | 1.20 CHF | 1.21 CHF | 104,000 | 104,000 | 99,984 | 99,984 | 135,493 CHF | 136,493 CHF | 99.80% | 99.80% |
| 11/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 140,256 CHF | 141,236 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 98,000 | 98,000 | 99,560 | 99,560 | 136,701 CHF | 137,697 CHF | 98.93% | 98.93% |
| 07/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 98,245 | 98,245 | 136,636 CHF | 137,618 CHF | 100.00% | 100.00% |
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