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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 539,241 CHF | 543,241 CHF | 98.60% | 98.60% |
| 22/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 537,841 CHF | 541,841 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 572,489 CHF | 576,489 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 562,908 CHF | 566,908 CHF | 99.56% | 99.56% |
| 18/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 292,604 CHF | 294,604 CHF | 99.94% | 99.94% |
| 15/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 292,121 CHF | 294,121 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 284,586 CHF | 286,586 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 280,954 CHF | 282,954 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 285,857 CHF | 287,857 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 289,883 CHF | 291,883 CHF | 100.00% | 100.00% |
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