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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 | 0.98% | 1.02 CHF | 1.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 253,938 CHF | 102,575 CHF | 99.17% | 99.17% |
| 19/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 254,220 CHF | 102,688 CHF | 99.16% | 99.16% |
| 18/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 248,543 CHF | 100,417 CHF | 99.22% | 99.22% |
| 15/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 246,992 CHF | 99,797 CHF | 99.17% | 99.17% |
| 14/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 251,567 CHF | 101,627 CHF | 99.16% | 99.16% |
| 13/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 250,714 CHF | 101,286 CHF | 99.17% | 99.17% |
| 12/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 246,523 CHF | 99,609 CHF | 99.16% | 99.16% |
| 11/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 232,920 CHF | 94,168 CHF | 99.17% | 99.17% |
| 08/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 235,054 CHF | 95,022 CHF | 99.17% | 99.17% |
| 07/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 226,384 CHF | 91,554 CHF | 97.98% | 97.98% |
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