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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 | 1.11% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 537,568 CHF | 181,189 CHF | 98.92% | 98.92% |
| 19/11/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 556,213 CHF | 187,404 CHF | 90.32% | 90.32% |
| 18/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 594,978 CHF | 200,326 CHF | 97.01% | 97.01% |
| 15/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 602,075 CHF | 202,692 CHF | 98.92% | 98.92% |
| 14/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 608,412 CHF | 204,804 CHF | 98.93% | 98.93% |
| 13/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 605,303 CHF | 203,768 CHF | 96.42% | 96.42% |
| 12/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 601,464 CHF | 202,488 CHF | 96.35% | 96.35% |
| 11/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 597,302 CHF | 201,101 CHF | 98.86% | 98.86% |
| 08/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 592,190 CHF | 199,397 CHF | 98.89% | 98.89% |
| 07/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 583,298 CHF | 196,433 CHF | 98.24% | 98.24% |
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