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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 | 0.80% | 1.25 CHF | 1.26 CHF | 186,000 | 186,000 | 185,688 | 185,688 | 232,160 CHF | 234,017 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 184,000 | 184,000 | 183,991 | 183,991 | 227,329 CHF | 229,169 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 180,000 | 180,000 | 178,640 | 178,640 | 212,291 CHF | 214,077 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 179,000 | 179,000 | 180,009 | 180,009 | 216,465 CHF | 218,265 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 182,000 | 182,000 | 184,355 | 184,355 | 228,684 CHF | 230,528 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 187,000 | 187,000 | 188,263 | 188,263 | 239,880 CHF | 241,762 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 190,000 | 190,000 | 188,634 | 188,634 | 240,931 CHF | 242,818 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 183,000 | 183,000 | 183,006 | 183,006 | 225,054 CHF | 226,884 CHF | 99.72% | 99.72% |
| 08/11/2024 | 1.12% | 1.25 CHF | 1.26 CHF | 185,000 | 185,000 | 148,054 | 148,054 | 180,855 CHF | 182,673 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 169,000 | 169,000 | 170,177 | 170,177 | 188,998 CHF | 190,700 CHF | 100.00% | 100.00% |
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