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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 | 0.96% | 1.05 CHF | 1.06 CHF | 390,000 | 390,000 | 387,911 | 387,911 | 404,064 CHF | 407,943 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 390,000 | 390,000 | 389,598 | 389,598 | 408,460 CHF | 412,356 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 390,000 | 390,000 | 387,080 | 387,080 | 404,978 CHF | 408,849 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 395,000 | 395,000 | 389,142 | 389,142 | 412,559 CHF | 416,451 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 390,000 | 390,000 | 397,162 | 397,162 | 429,219 CHF | 433,190 CHF | 99.34% | 99.34% |
| 13/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 405,000 | 405,000 | 401,054 | 401,054 | 438,264 CHF | 442,274 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 395,000 | 395,000 | 389,695 | 389,695 | 411,707 CHF | 415,604 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 390,000 | 390,000 | 391,394 | 391,394 | 417,552 CHF | 421,466 CHF | 99.93% | 99.93% |
| 08/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 395,000 | 395,000 | 392,755 | 392,755 | 423,120 CHF | 427,048 CHF | 99.40% | 99.40% |
| 07/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 380,000 | 380,000 | 379,243 | 379,243 | 393,281 CHF | 397,074 CHF | 100.00% | 100.00% |
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