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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 | 0.95% | 1.08 CHF | 1.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 261,998 CHF | 105,799 CHF | 99.17% | 99.17% |
| 19/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 271,562 CHF | 109,625 CHF | 99.17% | 99.17% |
| 18/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 264,380 CHF | 106,752 CHF | 99.23% | 99.23% |
| 15/11/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 268,212 CHF | 108,285 CHF | 99.17% | 99.17% |
| 14/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 259,645 CHF | 104,858 CHF | 99.13% | 99.13% |
| 13/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 262,267 CHF | 105,907 CHF | 99.17% | 99.17% |
| 12/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 247,859 CHF | 100,144 CHF | 99.17% | 99.17% |
| 11/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 235,654 CHF | 95,262 CHF | 99.17% | 99.17% |
| 08/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 251,014 CHF | 101,406 CHF | 99.17% | 99.17% |
| 07/11/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 249,934 CHF | 100,974 CHF | 98.00% | 98.00% |
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