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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 | 0.62% | 1.58 CHF | 1.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 724,407 CHF | 242,969 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 732,438 CHF | 245,646 CHF | 98.90% | 98.90% |
| 18/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 765,542 CHF | 256,681 CHF | 97.65% | 97.65% |
| 15/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 761,508 CHF | 255,336 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 743,823 CHF | 249,441 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 740,771 CHF | 248,424 CHF | 96.85% | 96.85% |
| 12/11/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 755,243 CHF | 253,248 CHF | 96.77% | 96.77% |
| 11/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 774,412 CHF | 259,637 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 747,222 CHF | 250,574 CHF | 91.27% | 91.27% |
| 07/11/2024 | 0.58% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 767,286 CHF | 257,262 CHF | 98.68% | 98.68% |
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