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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 | 0.67% | 1.51 CHF | 1.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 370,643 CHF | 373,143 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 365,592 CHF | 368,092 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 370,768 CHF | 373,268 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 370,051 CHF | 372,551 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 376,379 CHF | 378,879 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 356,654 CHF | 359,154 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 355,154 CHF | 357,654 CHF | 99.70% | 99.70% |
| 11/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 344,845 CHF | 347,345 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 318,853 CHF | 321,353 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 318,090 CHF | 320,590 CHF | 95.89% | 95.89% |
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