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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 | 0.82% | 1.19 CHF | 1.20 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 483,481 CHF | 487,481 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 473,633 CHF | 477,633 CHF | 98.01% | 98.01% |
| 18/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 248,009 CHF | 250,009 CHF | 99.94% | 99.94% |
| 15/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 247,390 CHF | 249,390 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 239,908 CHF | 241,908 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 236,134 CHF | 238,134 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 241,308 CHF | 243,308 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 245,374 CHF | 247,374 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 239,831 CHF | 241,831 CHF | 98.94% | 98.94% |
| 07/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 248,396 CHF | 250,396 CHF | 85.79% | 85.79% |
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