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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 | 0.84% | 1.17 CHF | 1.18 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 83,148 CHF | 83,848 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 70,000 | 70,000 | 70,659 | 70,659 | 82,455 CHF | 83,162 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 84,117 CHF | 84,817 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 83,342 CHF | 84,042 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 70,000 | 70,000 | 73,271 | 73,271 | 83,412 CHF | 84,145 CHF | 98.64% | 98.64% |
| 13/11/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 82,945 CHF | 83,673 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 83,466 CHF | 84,166 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 85,297 CHF | 85,997 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 83,640 CHF | 84,340 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 86,753 CHF | 87,453 CHF | 100.00% | 100.00% |
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