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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 | 1.18% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,338 CHF | 85,446 CHF | 99.00% | 99.00% |
| 19/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 251,976 CHF | 84,992 CHF | 99.44% | 99.44% |
| 18/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,321 CHF | 83,440 CHF | 97.69% | 97.69% |
| 15/11/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,975 CHF | 79,992 CHF | 99.44% | 99.44% |
| 14/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,753 CHF | 79,585 CHF | 99.09% | 99.09% |
| 13/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 229,296 CHF | 77,432 CHF | 96.57% | 96.57% |
| 12/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,452 CHF | 77,817 CHF | 96.33% | 96.33% |
| 11/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,892 CHF | 79,964 CHF | 98.66% | 98.66% |
| 08/11/2024 | 1.38% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,468 CHF | 73,156 CHF | 90.63% | 90.63% |
| 07/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 205,217 CHF | 69,406 CHF | 98.67% | 98.67% |
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