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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 | 0.56% | 1.75 CHF | 1.76 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 217,200 CHF | 218,411 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 224,463 CHF | 225,763 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 225,304 CHF | 226,585 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 120,000 | 120,000 | 122,593 | 122,593 | 219,530 CHF | 220,756 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 130,000 | 130,000 | 129,008 | 129,008 | 228,108 CHF | 229,398 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 120,000 | 120,000 | 126,490 | 126,490 | 222,349 CHF | 223,614 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 130,000 | 130,000 | 122,199 | 122,199 | 218,255 CHF | 219,477 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 222,378 CHF | 223,578 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 216,518 CHF | 217,718 CHF | 98.93% | 98.93% |
| 07/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 130,000 | 130,000 | 123,475 | 123,475 | 220,347 CHF | 221,582 CHF | 100.00% | 100.00% |
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