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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% | 1.52 CHF | 1.53 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 189,179 CHF | 190,391 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 194,477 CHF | 195,777 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 195,736 CHF | 197,018 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 120,000 | 120,000 | 122,595 | 122,595 | 191,206 CHF | 192,432 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 130,000 | 130,000 | 129,005 | 129,005 | 198,267 CHF | 199,557 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 120,000 | 120,000 | 126,490 | 126,490 | 193,285 CHF | 194,550 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 130,000 | 130,000 | 122,199 | 122,199 | 190,018 CHF | 191,240 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.61% | 1.60 CHF | 1.61 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 194,594 CHF | 195,794 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 188,900 CHF | 190,100 CHF | 98.93% | 98.93% |
| 07/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 130,000 | 130,000 | 123,478 | 123,478 | 191,937 CHF | 193,172 CHF | 100.00% | 100.00% |
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