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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 | 0.63% | 1.60 CHF | 1.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 715,065 CHF | 239,855 CHF | 98.85% | 98.85% |
| 19/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 693,677 CHF | 232,726 CHF | 90.61% | 90.61% |
| 18/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 682,371 CHF | 228,957 CHF | 95.57% | 95.57% |
| 15/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 682,190 CHF | 228,897 CHF | 97.78% | 97.78% |
| 14/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 685,252 CHF | 229,917 CHF | 98.73% | 98.73% |
| 13/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 667,914 CHF | 224,138 CHF | 96.51% | 96.51% |
| 12/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 745,158 CHF | 249,886 CHF | 95.57% | 95.57% |
| 11/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 733,951 CHF | 246,150 CHF | 98.35% | 98.35% |
| 08/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 758,407 CHF | 254,302 CHF | 92.98% | 92.98% |
| 07/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 763,662 CHF | 256,054 CHF | 97.74% | 97.74% |
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