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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 | 1.15% | 0.85 CHF | 0.86 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 146,641 CHF | 148,341 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 147,718 CHF | 149,418 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 147,165 CHF | 148,865 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 146,628 CHF | 148,328 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 142,920 CHF | 144,620 CHF | 99.33% | 99.33% |
| 13/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 170,000 | 170,000 | 171,305 | 171,305 | 136,409 CHF | 138,122 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 140,707 CHF | 142,407 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 147,262 CHF | 148,962 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 148,934 CHF | 150,634 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 154,876 CHF | 156,576 CHF | 100.00% | 100.00% |
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