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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 | 0.75% | 1.39 CHF | 1.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 598,922 CHF | 201,141 CHF | 99.36% | 99.36% |
| 19/11/2024 | 0.73% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 617,622 CHF | 207,374 CHF | 98.00% | 98.00% |
| 18/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 651,226 CHF | 218,575 CHF | 97.51% | 97.51% |
| 15/11/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 645,672 CHF | 216,724 CHF | 96.95% | 96.95% |
| 14/11/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 550,511 CHF | 185,004 CHF | 99.36% | 99.36% |
| 13/11/2024 | 0.76% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 589,471 CHF | 197,990 CHF | 94.63% | 94.63% |
| 12/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 582,597 CHF | 195,699 CHF | 96.77% | 96.77% |
| 11/11/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 562,159 CHF | 188,886 CHF | 99.36% | 99.36% |
| 08/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 548,581 CHF | 184,360 CHF | 91.01% | 91.01% |
| 07/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 586,649 CHF | 197,050 CHF | 97.41% | 97.41% |
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