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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 | 0.70% | 1.39 CHF | 1.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 642,436 CHF | 215,645 CHF | 99.01% | 99.01% |
| 19/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 638,758 CHF | 214,419 CHF | 90.21% | 90.21% |
| 18/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 720,650 CHF | 241,717 CHF | 96.41% | 96.41% |
| 15/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 748,931 CHF | 251,144 CHF | 98.42% | 98.42% |
| 14/11/2024 | 0.57% | 1.68 CHF | 1.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 782,138 CHF | 262,213 CHF | 98.45% | 98.45% |
| 13/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 652,223 CHF | 218,908 CHF | 96.48% | 96.48% |
| 12/11/2024 | 0.65% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 689,913 CHF | 231,471 CHF | 95.83% | 95.83% |
| 11/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 737,881 CHF | 247,460 CHF | 98.23% | 98.23% |
| 08/11/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 718,572 CHF | 241,024 CHF | 93.03% | 93.03% |
| 07/11/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 738,078 CHF | 247,526 CHF | 98.17% | 98.17% |
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