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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 | 0.92% | 1.09 CHF | 1.10 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 130,147 CHF | 131,347 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 126,072 CHF | 127,272 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 128,949 CHF | 130,149 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 128,161 CHF | 129,361 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 126,193 CHF | 127,393 CHF | 98.60% | 98.60% |
| 13/11/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 126,940 CHF | 128,140 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 132,058 CHF | 133,258 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 134,197 CHF | 135,397 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 133,886 CHF | 135,086 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 137,026 CHF | 138,226 CHF | 100.00% | 100.00% |
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