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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 | 0.75% | 1.28 CHF | 1.29 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 159,904 CHF | 161,115 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 163,036 CHF | 164,336 CHF | 99.84% | 99.84% |
| 18/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 164,623 CHF | 165,904 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 120,000 | 120,000 | 122,590 | 122,590 | 161,554 CHF | 162,780 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 130,000 | 130,000 | 129,010 | 129,010 | 167,039 CHF | 168,329 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 120,000 | 120,000 | 126,490 | 126,490 | 162,624 CHF | 163,889 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 130,000 | 130,000 | 122,198 | 122,198 | 160,459 CHF | 161,681 CHF | 99.86% | 99.86% |
| 11/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 165,535 CHF | 166,735 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 159,888 CHF | 161,088 CHF | 98.91% | 98.91% |
| 07/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 130,000 | 130,000 | 123,478 | 123,478 | 162,071 CHF | 163,305 CHF | 100.00% | 100.00% |
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