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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% | 1.08 CHF | 1.09 CHF | 110,000 | 110,000 | 109,125 | 109,125 | 115,541 CHF | 116,633 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 108,000 | 108,000 | 108,646 | 108,646 | 113,373 CHF | 114,460 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 105,642 CHF | 106,702 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 106,000 | 106,000 | 106,162 | 106,162 | 107,133 CHF | 108,195 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 108,000 | 108,000 | 107,944 | 107,944 | 111,799 CHF | 112,878 CHF | 98.65% | 98.65% |
| 13/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 108,000 | 108,000 | 108,218 | 108,218 | 112,807 CHF | 113,889 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 108,000 | 108,000 | 106,996 | 106,996 | 108,804 CHF | 109,874 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 104,790 CHF | 105,850 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 108,000 | 108,000 | 107,926 | 107,926 | 112,144 CHF | 113,223 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 108,000 | 108,000 | 105,749 | 105,749 | 107,325 CHF | 108,382 CHF | 100.00% | 100.00% |
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