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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 | 0.57% | 1.72 CHF | 1.73 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 213,466 CHF | 214,677 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 220,364 CHF | 221,664 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 221,234 CHF | 222,516 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 120,000 | 120,000 | 122,590 | 122,590 | 215,641 CHF | 216,867 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 130,000 | 130,000 | 129,010 | 129,010 | 224,053 CHF | 225,343 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 120,000 | 120,000 | 126,491 | 126,491 | 218,377 CHF | 219,642 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 130,000 | 130,000 | 122,199 | 122,199 | 214,369 CHF | 215,591 CHF | 99.93% | 99.93% |
| 11/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 218,739 CHF | 219,939 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 212,854 CHF | 214,054 CHF | 98.98% | 98.98% |
| 07/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 130,000 | 130,000 | 123,476 | 123,476 | 216,528 CHF | 217,763 CHF | 100.00% | 100.00% |
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