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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 | 0.94% | 1.04 CHF | 1.05 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 425,434 CHF | 429,434 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 415,803 CHF | 419,803 CHF | 99.52% | 99.52% |
| 18/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 218,749 CHF | 220,749 CHF | 99.94% | 99.94% |
| 15/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 218,186 CHF | 220,186 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 210,784 CHF | 212,784 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 207,079 CHF | 209,079 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 211,991 CHF | 213,991 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 215,950 CHF | 217,950 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 210,439 CHF | 212,439 CHF | 98.94% | 98.94% |
| 07/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 219,091 CHF | 221,091 CHF | 85.78% | 85.78% |
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