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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 | 0.90% | 1.13 CHF | 1.14 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 151,375 CHF | 152,737 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 136,000 | 136,000 | 138,684 | 138,684 | 157,327 CHF | 158,714 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 147,842 CHF | 149,192 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 143,887 CHF | 145,210 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 155,494 CHF | 156,867 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 153,671 CHF | 155,035 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 149,412 CHF | 150,767 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 132,000 | 132,000 | 135,306 | 135,306 | 149,105 CHF | 150,458 CHF | 99.72% | 99.72% |
| 08/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 136,000 | 136,000 | 134,841 | 134,841 | 148,982 CHF | 150,331 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 151,998 CHF | 153,353 CHF | 100.00% | 100.00% |
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