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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 | 0.59% | 1.65 CHF | 1.66 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 204,513 CHF | 205,725 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 210,894 CHF | 212,194 CHF | 99.86% | 99.86% |
| 18/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 211,870 CHF | 213,151 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 120,000 | 120,000 | 122,594 | 122,594 | 206,695 CHF | 207,921 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 130,000 | 130,000 | 129,010 | 129,010 | 214,595 CHF | 215,885 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 120,000 | 120,000 | 126,494 | 126,494 | 209,123 CHF | 210,388 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 130,000 | 130,000 | 122,197 | 122,197 | 205,466 CHF | 206,688 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 209,753 CHF | 210,953 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 203,950 CHF | 205,150 CHF | 98.92% | 98.92% |
| 07/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 130,000 | 130,000 | 123,479 | 123,479 | 207,543 CHF | 208,778 CHF | 100.00% | 100.00% |
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