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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 | 0.92% | 1.08 CHF | 1.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 646,360 CHF | 217,453 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 656,599 CHF | 220,866 CHF | 99.07% | 99.07% |
| 18/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 656,869 CHF | 220,956 CHF | 96.83% | 96.83% |
| 15/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 668,290 CHF | 224,763 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 678,438 CHF | 228,146 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 654,122 CHF | 220,041 CHF | 96.89% | 96.89% |
| 12/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 655,121 CHF | 220,374 CHF | 96.82% | 96.82% |
| 11/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 662,975 CHF | 222,992 CHF | 98.74% | 98.74% |
| 08/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 655,352 CHF | 220,451 CHF | 93.15% | 93.15% |
| 07/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 661,891 CHF | 222,630 CHF | 98.69% | 98.69% |
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