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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 | 1.35% | 1.13 CHF | 1.14 CHF | 390,000 | 390,000 | 173,976 | 173,976 | 197,804 CHF | 200,063 CHF | 99.89% | 99.89% |
| 19/11/2024 | 1.40% | 1.14 CHF | 1.15 CHF | 390,000 | 390,000 | 160,694 | 160,694 | 185,183 CHF | 187,316 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.94% | 1.18 CHF | 1.19 CHF | 400,000 | 400,000 | 179,148 | 179,148 | 213,202 CHF | 215,095 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 410,000 | 410,000 | 182,377 | 182,377 | 220,219 CHF | 222,046 CHF | 99.90% | 99.90% |
| 14/11/2024 | 1.22% | 1.19 CHF | 1.20 CHF | 400,000 | 400,000 | 137,672 | 137,672 | 163,580 CHF | 165,146 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.35% | 1.16 CHF | 1.17 CHF | 400,000 | 400,000 | 175,643 | 175,643 | 201,670 CHF | 203,946 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.39% | 1.14 CHF | 1.15 CHF | 390,000 | 390,000 | 171,588 | 171,588 | 191,897 CHF | 194,116 CHF | 99.84% | 99.84% |
| 11/11/2024 | 1.44% | 1.10 CHF | 1.11 CHF | 380,000 | 380,000 | 167,359 | 167,359 | 180,958 CHF | 183,126 CHF | 99.57% | 99.57% |
| 08/11/2024 | 1.43% | 1.08 CHF | 1.09 CHF | 380,000 | 380,000 | 170,133 | 170,133 | 183,256 CHF | 185,457 CHF | 99.18% | 99.18% |
| 07/11/2024 | 1.40% | 1.08 CHF | 1.09 CHF | 380,000 | 380,000 | 170,351 | 170,351 | 185,904 CHF | 188,113 CHF | 100.00% | 100.00% |
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