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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.10% | 1.36 CHF | 1.37 CHF | 185,000 | 185,000 | 78,069 | 78,069 | 108,379 CHF | 109,388 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.02% | 1.45 CHF | 1.46 CHF | 190,000 | 190,000 | 86,151 | 86,151 | 128,970 CHF | 130,091 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.58% | 1.46 CHF | 1.47 CHF | 195,000 | 195,000 | 86,987 | 86,987 | 127,351 CHF | 128,927 CHF | 99.89% | 99.89% |
| 19/11/2024 | 1.58% | 1.48 CHF | 1.49 CHF | 195,000 | 195,000 | 80,365 | 80,365 | 120,560 CHF | 122,004 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.21% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 89,573 | 89,573 | 140,810 CHF | 142,212 CHF | 99.89% | 99.89% |
| 15/11/2024 | 1.12% | 1.60 CHF | 1.61 CHF | 205,000 | 205,000 | 91,451 | 91,451 | 146,838 CHF | 148,226 CHF | 99.90% | 99.90% |
| 14/11/2024 | 1.43% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 107,737 CHF | 108,773 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.58% | 1.52 CHF | 1.53 CHF | 200,000 | 200,000 | 87,824 | 87,824 | 130,788 CHF | 132,372 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.64% | 1.48 CHF | 1.49 CHF | 195,000 | 195,000 | 86,096 | 86,096 | 123,143 CHF | 124,694 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.73% | 1.39 CHF | 1.40 CHF | 190,000 | 190,000 | 83,937 | 83,937 | 114,186 CHF | 115,700 CHF | 99.61% | 99.61% |
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