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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 | 0.66% | 1.47 CHF | 1.48 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 242,673 CHF | 244,273 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 233,332 CHF | 234,932 CHF | 99.55% | 99.55% |
| 18/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 318,185 CHF | 320,185 CHF | 99.94% | 99.94% |
| 15/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 316,060 CHF | 318,060 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 298,022 CHF | 300,022 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 288,435 CHF | 290,435 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.66% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 301,290 CHF | 303,290 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 310,969 CHF | 312,969 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 296,813 CHF | 298,813 CHF | 98.94% | 98.94% |
| 07/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 317,271 CHF | 319,271 CHF | 85.74% | 85.74% |
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