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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 | 1.45% | 0.69 CHF | 0.70 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 123,056 CHF | 124,856 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 126,428 CHF | 128,228 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 121,472 CHF | 123,272 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 122,622 CHF | 124,422 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 180,000 | 180,000 | 181,847 | 181,847 | 134,170 CHF | 135,988 CHF | 99.33% | 99.33% |
| 13/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 151,132 CHF | 153,032 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.33% | 0.80 CHF | 0.81 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 136,538 CHF | 138,358 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 125,006 CHF | 126,806 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 125,530 CHF | 127,330 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 170,000 | 170,000 | 171,564 | 171,564 | 112,172 CHF | 113,888 CHF | 100.00% | 100.00% |
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