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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% | 1.85 CHF | 1.86 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 229,470 CHF | 230,681 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 237,707 CHF | 239,007 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 238,267 CHF | 239,549 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 120,000 | 120,000 | 122,595 | 122,595 | 231,892 CHF | 233,118 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 130,000 | 130,000 | 129,005 | 129,005 | 241,161 CHF | 242,451 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 120,000 | 120,000 | 126,489 | 126,489 | 235,350 CHF | 236,615 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 130,000 | 130,000 | 122,200 | 122,200 | 230,623 CHF | 231,845 CHF | 99.86% | 99.86% |
| 11/11/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 234,482 CHF | 235,682 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 228,613 CHF | 229,813 CHF | 98.88% | 98.88% |
| 07/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 130,000 | 130,000 | 123,478 | 123,478 | 232,930 CHF | 234,165 CHF | 100.00% | 100.00% |
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