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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 | 0.93% | 1.07 CHF | 1.08 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 192,418 CHF | 194,218 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 195,919 CHF | 197,719 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 191,084 CHF | 192,884 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 192,496 CHF | 194,296 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 180,000 | 180,000 | 181,848 | 181,848 | 204,552 CHF | 206,370 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 224,600 CHF | 226,500 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.88% | 1.19 CHF | 1.20 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 207,008 CHF | 208,827 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 194,714 CHF | 196,514 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 195,385 CHF | 197,185 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 170,000 | 170,000 | 171,563 | 171,563 | 178,993 CHF | 180,708 CHF | 100.00% | 100.00% |
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