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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 | 0.72% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 622,295 CHF | 208,932 CHF | 98.72% | 98.72% |
| 19/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 620,921 CHF | 208,474 CHF | 90.65% | 90.65% |
| 18/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 604,803 CHF | 203,101 CHF | 96.63% | 96.63% |
| 15/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 613,783 CHF | 206,094 CHF | 98.29% | 98.29% |
| 14/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 632,223 CHF | 212,241 CHF | 98.95% | 98.95% |
| 13/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 647,455 CHF | 217,318 CHF | 86.97% | 86.97% |
| 12/11/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 618,399 CHF | 207,633 CHF | 96.33% | 96.33% |
| 11/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 623,595 CHF | 209,365 CHF | 98.93% | 98.93% |
| 08/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 627,224 CHF | 210,575 CHF | 98.90% | 98.90% |
| 07/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 606,364 CHF | 203,621 CHF | 98.21% | 98.21% |
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