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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 | 0.95% | 1.00 CHF | 1.01 CHF | 135,000 | 135,000 | 133,767 | 133,767 | 140,486 CHF | 141,823 CHF | 99.28% | 99.28% |
| 19/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 135,000 | 135,000 | 134,069 | 134,094 | 139,918 CHF | 141,284 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 130,000 | 130,000 | 130,610 | 130,610 | 141,926 CHF | 143,232 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 135,000 | 135,000 | 134,443 | 134,443 | 139,737 CHF | 141,082 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 135,000 | 135,000 | 134,435 | 134,435 | 137,542 CHF | 138,887 CHF | 98.62% | 98.62% |
| 13/11/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 135,000 | 135,000 | 134,462 | 134,462 | 136,076 CHF | 137,420 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.95% | 1.00 CHF | 1.01 CHF | 135,000 | 135,000 | 134,440 | 134,440 | 140,998 CHF | 142,343 CHF | 99.13% | 99.13% |
| 11/11/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 130,000 | 130,000 | 133,054 | 133,054 | 143,142 CHF | 144,473 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 135,000 | 135,000 | 134,437 | 134,437 | 141,159 CHF | 142,503 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 130,000 | 130,000 | 129,464 | 129,464 | 142,653 CHF | 143,948 CHF | 100.00% | 100.00% |
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