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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 110,000 | 110,000 | 115,026 | 115,026 | 63,365 CHF | 64,515 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 66,224 CHF | 67,324 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 71,490 CHF | 72,590 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 73,670 CHF | 74,770 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 75,428 CHF | 76,528 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 74,374 CHF | 75,474 CHF | 99.36% | 99.36% |
| 13/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 74,240 CHF | 75,340 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 75,667 CHF | 76,773 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.80% | 0.69 CHF | 0.71 CHF | 110,000 | 110,000 | 109,980 | 109,980 | 77,058 CHF | 79,245 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 74,263 CHF | 75,376 CHF | 100.00% | 100.00% |
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