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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 | 0.73% | 1.33 CHF | 1.34 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 165,832 CHF | 167,044 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 169,411 CHF | 170,711 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 170,878 CHF | 172,159 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 120,000 | 120,000 | 122,593 | 122,593 | 167,570 CHF | 168,796 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 130,000 | 130,000 | 129,008 | 129,008 | 173,417 CHF | 174,707 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 120,000 | 120,000 | 126,493 | 126,493 | 168,771 CHF | 170,036 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 130,000 | 130,000 | 122,198 | 122,198 | 166,457 CHF | 167,679 CHF | 99.93% | 99.93% |
| 11/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 171,369 CHF | 172,569 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 165,606 CHF | 166,806 CHF | 98.97% | 98.97% |
| 07/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 130,000 | 130,000 | 123,479 | 123,479 | 168,139 CHF | 169,374 CHF | 100.00% | 100.00% |
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