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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 | 1.03% | 0.92 CHF | 0.93 CHF | 90,000 | 90,000 | 88,466 | 88,466 | 85,773 CHF | 86,658 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 88,000 | 88,000 | 88,380 | 88,380 | 86,488 CHF | 87,372 CHF | 99.85% | 99.85% |
| 18/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 88,000 | 88,000 | 88,004 | 88,004 | 87,076 CHF | 87,956 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.89% | 1.06 CHF | 1.07 CHF | 86,000 | 86,000 | 84,879 | 84,879 | 95,184 CHF | 96,033 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 83,000 | 83,000 | 83,168 | 83,168 | 99,239 CHF | 100,071 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 85,000 | 85,000 | 84,745 | 84,745 | 95,650 CHF | 96,497 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 84,000 | 84,000 | 83,034 | 83,034 | 100,268 CHF | 101,098 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 82,000 | 82,000 | 82,044 | 82,044 | 102,443 CHF | 103,263 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 83,000 | 83,000 | 83,075 | 83,075 | 99,361 CHF | 100,191 CHF | 98.88% | 98.88% |
| 07/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 83,000 | 83,000 | 83,115 | 83,115 | 99,993 CHF | 100,824 CHF | 100.00% | 100.00% |
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