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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 | 0.94% | 1.02 CHF | 1.03 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 127,998 CHF | 129,209 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 128,805 CHF | 130,105 CHF | 99.87% | 99.87% |
| 18/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 130,870 CHF | 132,152 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 120,000 | 120,000 | 122,593 | 122,593 | 129,349 CHF | 130,575 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 130,000 | 130,000 | 129,010 | 129,010 | 133,209 CHF | 134,499 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 120,000 | 120,000 | 126,489 | 126,489 | 129,288 CHF | 130,553 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 130,000 | 130,000 | 122,199 | 122,199 | 128,398 CHF | 129,620 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 134,115 CHF | 135,315 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 128,368 CHF | 129,568 CHF | 98.90% | 98.90% |
| 07/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 130,000 | 130,000 | 123,479 | 123,479 | 129,626 CHF | 130,861 CHF | 100.00% | 100.00% |
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