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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 | 0.85% | 1.13 CHF | 1.14 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 141,149 CHF | 142,361 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 143,082 CHF | 144,382 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 144,893 CHF | 146,174 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 120,000 | 120,000 | 122,594 | 122,594 | 142,624 CHF | 143,850 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 130,000 | 130,000 | 129,010 | 129,010 | 147,260 CHF | 148,551 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 120,000 | 120,000 | 126,489 | 126,489 | 143,132 CHF | 144,397 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 130,000 | 130,000 | 122,199 | 122,199 | 141,680 CHF | 142,902 CHF | 99.93% | 99.93% |
| 11/11/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 147,004 CHF | 148,204 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 141,388 CHF | 142,588 CHF | 98.94% | 98.94% |
| 07/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 130,000 | 130,000 | 123,476 | 123,476 | 143,062 CHF | 144,297 CHF | 100.00% | 100.00% |
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