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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 | 0.82% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 544,341 CHF | 182,947 CHF | 98.74% | 98.74% |
| 19/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 529,031 CHF | 177,844 CHF | 99.19% | 99.19% |
| 18/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 539,693 CHF | 181,398 CHF | 96.31% | 96.31% |
| 15/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 537,082 CHF | 180,527 CHF | 99.20% | 99.20% |
| 14/11/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 529,831 CHF | 178,110 CHF | 98.43% | 98.43% |
| 13/11/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 532,797 CHF | 179,099 CHF | 96.72% | 96.72% |
| 12/11/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 551,007 CHF | 185,169 CHF | 96.70% | 96.70% |
| 11/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 559,180 CHF | 187,893 CHF | 98.80% | 98.80% |
| 08/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 558,032 CHF | 187,510 CHF | 99.06% | 99.06% |
| 07/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 570,087 CHF | 191,529 CHF | 98.65% | 98.65% |
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