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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 | 0.79% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 376,519 CHF | 126,506 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 378,517 CHF | 127,172 CHF | 98.97% | 98.97% |
| 18/11/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 369,835 CHF | 124,278 CHF | 97.73% | 97.73% |
| 15/11/2024 | 0.71% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 421,575 CHF | 141,525 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 448,772 CHF | 150,591 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 378,180 CHF | 127,060 CHF | 96.96% | 96.96% |
| 12/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 396,335 CHF | 133,112 CHF | 96.91% | 96.91% |
| 11/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,994 CHF | 130,998 CHF | 99.47% | 99.47% |
| 08/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 374,374 CHF | 125,791 CHF | 91.32% | 91.32% |
| 07/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,469 CHF | 125,156 CHF | 98.68% | 98.68% |
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