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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 | 0.78% | 1.30 CHF | 1.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 384,412 CHF | 387,412 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 385,370 CHF | 388,370 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 397,404 CHF | 400,404 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 395,906 CHF | 398,906 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 398,092 CHF | 401,092 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 380,066 CHF | 383,066 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 373,697 CHF | 376,697 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 364,211 CHF | 367,211 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 348,176 CHF | 351,176 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 346,169 CHF | 349,169 CHF | 100.00% | 100.00% |
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