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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 | 0.60% | 1.62 CHF | 1.63 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 200,530 CHF | 201,742 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 206,464 CHF | 207,764 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 207,486 CHF | 208,767 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 120,000 | 120,000 | 122,592 | 122,592 | 202,483 CHF | 203,709 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 130,000 | 130,000 | 129,008 | 129,008 | 210,306 CHF | 211,596 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 120,000 | 120,000 | 126,490 | 126,490 | 204,972 CHF | 206,237 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 130,000 | 130,000 | 122,199 | 122,199 | 201,319 CHF | 202,541 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 205,875 CHF | 207,075 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 200,014 CHF | 201,214 CHF | 98.95% | 98.95% |
| 07/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 130,000 | 130,000 | 123,476 | 123,476 | 203,317 CHF | 204,552 CHF | 100.00% | 100.00% |
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