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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 | 1.03% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 434,882 CHF | 146,461 CHF | 99.33% | 99.33% |
| 19/11/2024 | 0.99% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,445 CHF | 152,648 CHF | 98.00% | 98.00% |
| 18/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 485,659 CHF | 163,386 CHF | 97.49% | 97.49% |
| 15/11/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 480,232 CHF | 161,577 CHF | 96.95% | 96.95% |
| 14/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 385,131 CHF | 129,877 CHF | 99.35% | 99.35% |
| 13/11/2024 | 1.05% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 425,668 CHF | 143,389 CHF | 94.59% | 94.59% |
| 12/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 418,495 CHF | 140,998 CHF | 96.82% | 96.82% |
| 11/11/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 399,201 CHF | 134,567 CHF | 99.36% | 99.36% |
| 08/11/2024 | 1.16% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 386,520 CHF | 130,340 CHF | 91.00% | 91.00% |
| 07/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,259 CHF | 142,920 CHF | 97.42% | 97.42% |
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