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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 | 0.64% | 1.51 CHF | 1.52 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 187,827 CHF | 189,039 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 192,826 CHF | 194,126 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 194,063 CHF | 195,344 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 120,000 | 120,000 | 122,591 | 122,591 | 189,672 CHF | 190,898 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 130,000 | 130,000 | 129,010 | 129,010 | 196,699 CHF | 197,989 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 120,000 | 120,000 | 126,491 | 126,491 | 191,609 CHF | 192,874 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 130,000 | 130,000 | 122,198 | 122,198 | 188,605 CHF | 189,827 CHF | 99.93% | 99.93% |
| 11/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 193,353 CHF | 194,553 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 187,452 CHF | 188,652 CHF | 98.94% | 98.94% |
| 07/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 130,000 | 130,000 | 123,476 | 123,476 | 190,502 CHF | 191,737 CHF | 100.00% | 100.00% |
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