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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 | 0.89% | 1.09 CHF | 1.10 CHF | 115,000 | 115,000 | 110,508 | 110,508 | 123,065 CHF | 124,170 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 115,000 | 115,000 | 113,803 | 113,803 | 123,476 CHF | 124,614 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 123,992 CHF | 125,087 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 123,811 CHF | 124,907 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 110,000 | 110,000 | 111,613 | 111,613 | 122,464 CHF | 123,581 CHF | 98.60% | 98.60% |
| 13/11/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 115,000 | 115,000 | 110,580 | 110,580 | 123,440 CHF | 124,546 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 1.06 CHF | 1.07 CHF | 115,000 | 115,000 | 110,418 | 110,418 | 122,826 CHF | 123,930 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 130,847 CHF | 131,943 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 126,916 CHF | 128,011 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 131,758 CHF | 132,853 CHF | 100.00% | 100.00% |
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