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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 | 0.75% | 1.35 CHF | 1.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 600,328 CHF | 201,609 CHF | 98.84% | 98.84% |
| 19/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 578,704 CHF | 194,401 CHF | 90.60% | 90.60% |
| 18/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 566,901 CHF | 190,467 CHF | 95.31% | 95.31% |
| 15/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 566,778 CHF | 190,426 CHF | 97.78% | 97.78% |
| 14/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 569,952 CHF | 191,484 CHF | 98.73% | 98.73% |
| 13/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 552,921 CHF | 185,807 CHF | 96.46% | 96.46% |
| 12/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 630,384 CHF | 211,628 CHF | 95.57% | 95.57% |
| 11/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 618,501 CHF | 207,667 CHF | 98.36% | 98.36% |
| 08/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 642,864 CHF | 215,788 CHF | 92.99% | 92.99% |
| 07/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 647,583 CHF | 217,361 CHF | 97.76% | 97.76% |
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