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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 | 0.80% | 1.27 CHF | 1.28 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 170,447 CHF | 171,809 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 136,000 | 136,000 | 138,685 | 138,685 | 177,232 CHF | 178,619 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 136,000 | 136,000 | 134,995 | 134,995 | 167,090 CHF | 168,440 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 162,658 CHF | 163,981 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 174,804 CHF | 176,177 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 172,885 CHF | 174,249 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 168,433 CHF | 169,787 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 132,000 | 132,000 | 135,307 | 135,307 | 168,176 CHF | 169,529 CHF | 99.68% | 99.68% |
| 08/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 136,000 | 136,000 | 134,831 | 134,831 | 168,017 CHF | 169,365 CHF | 99.20% | 99.20% |
| 07/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 171,180 CHF | 172,534 CHF | 100.00% | 100.00% |
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