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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 | 0.96% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 312,163 CHF | 105,054 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 314,372 CHF | 105,791 CHF | 98.95% | 98.95% |
| 18/11/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 305,390 CHF | 102,797 CHF | 97.73% | 97.73% |
| 15/11/2024 | 0.84% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,669 CHF | 119,890 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 384,088 CHF | 129,029 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 313,442 CHF | 105,481 CHF | 96.92% | 96.92% |
| 12/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 331,806 CHF | 111,602 CHF | 96.92% | 96.92% |
| 11/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,237 CHF | 109,412 CHF | 99.47% | 99.47% |
| 08/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 309,565 CHF | 104,188 CHF | 91.32% | 91.32% |
| 07/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 307,293 CHF | 103,431 CHF | 98.70% | 98.70% |
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