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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 | 1.85% | 0.55 CHF | 0.56 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 91,077 CHF | 92,777 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 90,004 CHF | 91,704 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.84% | 0.52 CHF | 0.53 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 91,414 CHF | 93,114 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 92,636 CHF | 94,336 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 96,224 CHF | 97,924 CHF | 99.33% | 99.33% |
| 13/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 170,000 | 170,000 | 171,303 | 171,303 | 105,353 CHF | 107,066 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.70% | 0.62 CHF | 0.63 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 99,235 CHF | 100,934 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 93,566 CHF | 95,266 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 92,411 CHF | 94,111 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 87,627 CHF | 89,327 CHF | 100.00% | 100.00% |
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