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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 | 0.71% | 1.37 CHF | 1.38 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 170,465 CHF | 171,676 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 174,437 CHF | 175,737 CHF | 99.88% | 99.88% |
| 18/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 175,892 CHF | 177,173 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 120,000 | 120,000 | 122,594 | 122,594 | 172,219 CHF | 173,445 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 130,000 | 130,000 | 129,010 | 129,010 | 178,365 CHF | 179,655 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 120,000 | 120,000 | 126,489 | 126,489 | 173,714 CHF | 174,979 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 130,000 | 130,000 | 122,199 | 122,199 | 171,129 CHF | 172,351 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 176,045 CHF | 177,245 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 170,315 CHF | 171,515 CHF | 98.91% | 98.91% |
| 07/11/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 130,000 | 130,000 | 123,478 | 123,478 | 172,821 CHF | 174,056 CHF | 100.00% | 100.00% |
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