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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 | 0.85% | 1.18 CHF | 1.19 CHF | 175,000 | 175,000 | 170,243 | 170,243 | 199,166 CHF | 200,868 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 170,000 | 170,000 | 173,355 | 173,355 | 206,265 CHF | 207,999 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 168,743 | 168,743 | 195,534 CHF | 197,222 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 165,000 | 165,000 | 165,350 | 165,350 | 190,563 CHF | 192,216 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 170,000 | 170,000 | 171,658 | 171,658 | 203,986 CHF | 205,702 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 175,000 | 175,000 | 170,498 | 170,498 | 201,900 CHF | 203,605 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 170,000 | 170,000 | 169,299 | 169,299 | 197,331 CHF | 199,024 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 165,000 | 165,000 | 169,132 | 169,132 | 197,128 CHF | 198,819 CHF | 99.70% | 99.70% |
| 08/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 170,000 | 170,000 | 168,540 | 168,540 | 196,895 CHF | 198,580 CHF | 99.24% | 99.24% |
| 07/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 170,000 | 170,000 | 169,299 | 169,299 | 200,130 CHF | 201,822 CHF | 100.00% | 100.00% |
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