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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% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 382,070 CHF | 128,357 CHF | 99.07% | 99.07% |
| 19/11/2024 | 0.81% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 369,804 CHF | 124,268 CHF | 98.92% | 98.92% |
| 18/11/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,751 CHF | 130,917 CHF | 97.01% | 97.01% |
| 15/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 387,779 CHF | 130,260 CHF | 99.45% | 99.45% |
| 14/11/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 353,517 CHF | 118,839 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,206 CHF | 107,402 CHF | 96.99% | 96.99% |
| 12/11/2024 | 0.86% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,352 CHF | 116,451 CHF | 96.98% | 96.98% |
| 11/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 380,625 CHF | 127,875 CHF | 98.58% | 98.58% |
| 08/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 382,725 CHF | 128,575 CHF | 93.40% | 93.40% |
| 07/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 412,748 CHF | 138,583 CHF | 98.68% | 98.68% |
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