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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 | 0.93% | 1.09 CHF | 1.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 267,275 CHF | 107,910 CHF | 99.17% | 99.17% |
| 19/11/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 269,070 CHF | 108,628 CHF | 99.17% | 99.17% |
| 18/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 258,417 CHF | 104,367 CHF | 99.23% | 99.23% |
| 15/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 248,615 CHF | 100,446 CHF | 99.17% | 99.17% |
| 14/11/2024 | 0.96% | 0.99 CHF | 1.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 258,078 CHF | 104,231 CHF | 99.16% | 99.16% |
| 13/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 262,356 CHF | 105,942 CHF | 99.17% | 99.17% |
| 12/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 256,744 CHF | 103,697 CHF | 99.17% | 99.17% |
| 11/11/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 234,526 CHF | 94,811 CHF | 99.17% | 99.17% |
| 08/11/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 233,296 CHF | 94,319 CHF | 99.17% | 99.17% |
| 07/11/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 203,381 CHF | 82,352 CHF | 98.00% | 98.00% |
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