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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 | 0.93% | 1.07 CHF | 1.08 CHF | 186,000 | 186,000 | 185,689 | 185,689 | 198,333 CHF | 200,190 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 184,000 | 184,000 | 183,991 | 183,991 | 193,888 CHF | 195,728 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 180,000 | 180,000 | 178,640 | 178,640 | 179,838 CHF | 181,624 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 179,000 | 179,000 | 180,007 | 180,007 | 183,515 CHF | 185,315 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 182,000 | 182,000 | 184,355 | 184,355 | 195,223 CHF | 197,066 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 187,000 | 187,000 | 188,263 | 188,263 | 205,653 CHF | 207,535 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 190,000 | 190,000 | 188,634 | 188,634 | 206,747 CHF | 208,633 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 183,000 | 183,000 | 183,007 | 183,007 | 191,632 CHF | 193,462 CHF | 99.66% | 99.66% |
| 08/11/2024 | 1.31% | 1.07 CHF | 1.08 CHF | 185,000 | 185,000 | 148,765 | 148,765 | 154,589 CHF | 156,406 CHF | 98.76% | 98.76% |
| 07/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 169,000 | 169,000 | 170,177 | 170,177 | 157,638 CHF | 159,340 CHF | 100.00% | 100.00% |
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