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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 | 1.01% | 1.00 CHF | 1.01 CHF | 208,000 | 208,000 | 207,965 | 207,965 | 205,060 CHF | 207,139 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 208,000 | 208,000 | 208,037 | 208,037 | 207,995 CHF | 210,075 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 203,000 | 203,000 | 205,399 | 205,399 | 198,536 CHF | 200,590 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 208,000 | 208,000 | 203,869 | 203,869 | 195,365 CHF | 197,404 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 203,000 | 203,000 | 207,189 | 207,189 | 204,464 CHF | 206,536 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 208,000 | 208,000 | 211,767 | 211,767 | 218,145 CHF | 220,263 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 213,000 | 213,000 | 208,820 | 208,820 | 212,324 CHF | 214,412 CHF | 99.87% | 99.87% |
| 11/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 203,000 | 203,000 | 203,169 | 203,169 | 194,355 CHF | 196,386 CHF | 99.66% | 99.66% |
| 08/11/2024 | 1.11% | 0.98 CHF | 0.99 CHF | 208,000 | 208,000 | 198,391 | 198,391 | 188,112 CHF | 190,148 CHF | 98.76% | 98.76% |
| 07/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 194,000 | 194,000 | 194,669 | 194,669 | 160,277 CHF | 162,224 CHF | 100.00% | 100.00% |
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