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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 | 0.61% | 1.66 CHF | 1.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 406,073 CHF | 408,573 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 400,862 CHF | 403,362 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 406,144 CHF | 408,644 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 405,596 CHF | 408,096 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 411,998 CHF | 414,498 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 391,872 CHF | 394,372 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 390,382 CHF | 392,882 CHF | 99.70% | 99.70% |
| 11/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 379,938 CHF | 382,438 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 353,734 CHF | 356,234 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 353,102 CHF | 355,602 CHF | 95.89% | 95.89% |
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