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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 | 0.54% | 1.83 CHF | 1.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 553,558 CHF | 185,519 CHF | 99.23% | 99.23% |
| 20/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 556,713 CHF | 186,571 CHF | 99.07% | 99.07% |
| 19/11/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 567,896 CHF | 190,299 CHF | 98.92% | 98.92% |
| 18/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 551,342 CHF | 184,781 CHF | 97.16% | 97.16% |
| 15/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 556,157 CHF | 186,386 CHF | 99.45% | 99.45% |
| 14/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 589,244 CHF | 197,415 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 624,075 CHF | 209,025 CHF | 96.95% | 96.95% |
| 12/11/2024 | 0.50% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 596,070 CHF | 199,690 CHF | 96.81% | 96.81% |
| 11/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 563,564 CHF | 188,855 CHF | 98.58% | 98.58% |
| 08/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 566,174 CHF | 189,725 CHF | 93.39% | 93.39% |
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