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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 | 1.08% | 1.76 CHF | 1.78 CHF | 80,000 | 80,000 | 71,128 | 71,128 | 130,882 CHF | 132,305 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.15% | 1.78 CHF | 1.80 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 138,522 CHF | 140,122 CHF | 99.84% | 99.84% |
| 18/11/2024 | 1.12% | 1.75 CHF | 1.77 CHF | 80,000 | 80,000 | 78,127 | 78,127 | 138,159 CHF | 139,722 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.09% | 1.79 CHF | 1.81 CHF | 70,000 | 70,000 | 72,591 | 72,591 | 132,029 CHF | 133,481 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.12% | 1.77 CHF | 1.79 CHF | 80,000 | 80,000 | 79,024 | 79,024 | 140,940 CHF | 142,520 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.12% | 1.85 CHF | 1.87 CHF | 70,000 | 70,000 | 76,483 | 76,483 | 135,481 CHF | 137,011 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.09% | 1.78 CHF | 1.80 CHF | 80,000 | 80,000 | 72,214 | 72,214 | 131,654 CHF | 133,099 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.02% | 1.91 CHF | 1.93 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 136,983 CHF | 138,383 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.07% | 1.85 CHF | 1.87 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 130,609 CHF | 132,009 CHF | 98.58% | 98.58% |
| 07/11/2024 | 1.09% | 1.80 CHF | 1.82 CHF | 80,000 | 80,000 | 73,479 | 73,479 | 134,187 CHF | 135,657 CHF | 100.00% | 100.00% |
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