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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 | 1.28% | 0.79 CHF | 0.80 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 131,676 CHF | 133,376 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 130,626 CHF | 132,326 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 132,057 CHF | 133,757 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 133,459 CHF | 135,159 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 136,981 CHF | 138,681 CHF | 99.33% | 99.33% |
| 13/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 170,000 | 170,000 | 171,300 | 171,300 | 146,443 CHF | 148,156 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 139,981 CHF | 141,681 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 134,240 CHF | 135,940 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 133,262 CHF | 134,962 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 128,636 CHF | 130,336 CHF | 100.00% | 100.00% |
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