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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 | 0.89% | 1.16 CHF | 1.17 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 100,223 CHF | 101,123 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,595 CHF | 113,595 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,879 CHF | 105,879 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 123,932 CHF | 125,182 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 112,066 CHF | 113,316 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 105,576 CHF | 106,826 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 106,816 CHF | 108,066 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 100,614 CHF | 101,864 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 105,649 CHF | 106,899 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 100,887 CHF | 102,137 CHF | 100.00% | 100.00% |
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