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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.78% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 575,617 CHF | 193,372 CHF | 99.35% | 99.35% |
| 20/11/2024 | 0.80% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 557,643 CHF | 187,381 CHF | 99.36% | 99.36% |
| 19/11/2024 | 0.75% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 595,924 CHF | 200,141 CHF | 98.84% | 98.84% |
| 18/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 560,783 CHF | 188,428 CHF | 96.47% | 96.47% |
| 15/11/2024 | 0.59% | 1.58 CHF | 1.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 755,513 CHF | 253,338 CHF | 95.54% | 95.54% |
| 14/11/2024 | 0.68% | 1.58 CHF | 1.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 659,442 CHF | 221,314 CHF | 99.35% | 99.35% |
| 13/11/2024 | 0.74% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 608,525 CHF | 204,342 CHF | 88.74% | 88.74% |
| 12/11/2024 | 0.84% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 539,667 CHF | 181,389 CHF | 79.63% | 79.63% |
| 11/11/2024 | 0.80% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 561,101 CHF | 188,534 CHF | 89.21% | 89.21% |
| 08/11/2024 | 0.55% | 1.60 CHF | 1.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 811,750 CHF | 272,083 CHF | 90.36% | 90.36% |
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