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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% | 0.98 CHF | 0.99 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 174,699 CHF | 176,499 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 0.96 CHF | 0.97 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 178,275 CHF | 180,075 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 173,172 CHF | 174,972 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 174,654 CHF | 176,454 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 180,000 | 180,000 | 181,848 | 181,848 | 186,654 CHF | 188,473 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 205,875 CHF | 207,775 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.96% | 1.09 CHF | 1.10 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 189,101 CHF | 190,921 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 176,918 CHF | 178,718 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 177,620 CHF | 179,420 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 170,000 | 170,000 | 171,563 | 171,563 | 161,995 CHF | 163,711 CHF | 100.00% | 100.00% |
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