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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 | 0.63% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 478,519 CHF | 160,506 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 472,696 CHF | 158,565 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 485,438 CHF | 162,813 CHF | 97.00% | 97.00% |
| 15/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 482,112 CHF | 161,704 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 466,942 CHF | 156,647 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 431,168 CHF | 144,723 CHF | 97.03% | 97.03% |
| 12/11/2024 | 0.66% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 451,505 CHF | 151,502 CHF | 96.86% | 96.86% |
| 11/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 474,354 CHF | 159,118 CHF | 98.77% | 98.77% |
| 08/11/2024 | 0.62% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 479,896 CHF | 160,965 CHF | 93.17% | 93.17% |
| 07/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 498,198 CHF | 167,066 CHF | 98.69% | 98.69% |
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