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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 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 561,700 CHF | 188,733 CHF | 98.96% | 98.96% |
| 19/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 571,504 CHF | 192,001 CHF | 90.20% | 90.20% |
| 18/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 531,206 CHF | 178,569 CHF | 96.79% | 96.79% |
| 15/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 517,610 CHF | 174,036 CHF | 98.33% | 98.33% |
| 14/11/2024 | 0.86% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 521,678 CHF | 175,393 CHF | 98.90% | 98.90% |
| 13/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 539,280 CHF | 181,260 CHF | 96.49% | 96.49% |
| 12/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 491,564 CHF | 165,355 CHF | 94.00% | 94.00% |
| 11/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 540,266 CHF | 181,589 CHF | 97.90% | 97.90% |
| 08/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 585,398 CHF | 196,633 CHF | 93.07% | 93.07% |
| 07/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 575,188 CHF | 193,229 CHF | 98.21% | 98.21% |
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