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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 | 0.91% | 1.05 CHF | 1.06 CHF | 140,000 | 140,000 | 131,128 | 131,128 | 143,289 CHF | 144,601 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 144,960 CHF | 146,360 CHF | 99.84% | 99.84% |
| 18/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 140,000 | 140,000 | 138,129 | 138,129 | 145,826 CHF | 147,207 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 130,000 | 130,000 | 132,581 | 132,581 | 143,409 CHF | 144,735 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 140,000 | 140,000 | 139,021 | 139,021 | 147,707 CHF | 149,098 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 130,000 | 130,000 | 136,482 | 136,482 | 144,122 CHF | 145,486 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 140,000 | 140,000 | 132,214 | 132,214 | 143,259 CHF | 144,581 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 130,000 | 130,000 | 129,997 | 129,997 | 149,771 CHF | 151,071 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 143,680 CHF | 144,980 CHF | 98.58% | 98.58% |
| 07/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 140,000 | 140,000 | 133,468 | 133,468 | 144,658 CHF | 145,993 CHF | 100.00% | 100.00% |
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