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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 | 0.53% | 1.83 CHF | 1.84 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 226,113 CHF | 227,324 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 233,943 CHF | 235,243 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 234,659 CHF | 235,940 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 120,000 | 120,000 | 122,593 | 122,593 | 228,518 CHF | 229,744 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 130,000 | 130,000 | 129,008 | 129,008 | 237,547 CHF | 238,837 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 120,000 | 120,000 | 126,489 | 126,489 | 231,649 CHF | 232,914 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 130,000 | 130,000 | 122,200 | 122,200 | 227,266 CHF | 228,488 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 231,206 CHF | 232,406 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 225,341 CHF | 226,541 CHF | 98.95% | 98.95% |
| 07/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 130,000 | 130,000 | 123,475 | 123,475 | 229,371 CHF | 230,605 CHF | 100.00% | 100.00% |
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