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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 103,251 CHF | 105,051 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 103,865 CHF | 105,665 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 107,254 CHF | 109,054 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 102,247 CHF | 104,047 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 103,490 CHF | 105,290 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 180,000 | 180,000 | 181,848 | 181,848 | 114,740 CHF | 116,558 CHF | 99.34% | 99.34% |
| 13/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 130,896 CHF | 132,796 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.54% | 0.70 CHF | 0.71 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 117,144 CHF | 118,963 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 105,738 CHF | 107,538 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 106,318 CHF | 108,117 CHF | 100.00% | 100.00% |
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