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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 | 0.89% | 1.09 CHF | 1.10 CHF | 315,000 | 315,000 | 110,280 | 110,280 | 123,489 CHF | 124,593 CHF | 99.78% | 99.78% |
| 19/11/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 325,000 | 325,000 | 111,939 | 111,939 | 128,868 CHF | 129,989 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 320,000 | 320,000 | 110,127 | 110,127 | 124,801 CHF | 125,903 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 320,000 | 320,000 | 109,476 | 109,476 | 122,158 CHF | 123,254 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 310,000 | 310,000 | 105,388 | 105,388 | 115,516 CHF | 116,571 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 315,000 | 315,000 | 109,310 | 109,310 | 120,933 CHF | 122,028 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 315,000 | 315,000 | 109,244 | 109,244 | 118,839 CHF | 119,933 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 310,000 | 310,000 | 107,630 | 107,630 | 113,150 CHF | 114,228 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.53% | 1.04 CHF | 1.05 CHF | 315,000 | 315,000 | 87,345 | 87,345 | 93,170 CHF | 94,153 CHF | 99.21% | 99.21% |
| 07/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 295,000 | 295,000 | 102,777 | 102,777 | 94,747 CHF | 95,776 CHF | 99.85% | 99.85% |
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