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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 | 0.69% | 1.43 CHF | 1.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,089,890 CHF | 365,797 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,060,580 CHF | 356,027 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.77% | 1.35 CHF | 1.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 969,054 CHF | 325,518 CHF | 99.25% | 99.25% |
| 15/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 860,780 CHF | 289,426 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.96% | 1.13 CHF | 1.14 CHF | 750,000 | 250,000 | 763,386 | 254,462 | 796,803 CHF | 268,146 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 826,309 CHF | 277,936 CHF | 99.37% | 99.37% |
| 12/11/2024 | 0.88% | 1.06 CHF | 1.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 852,528 CHF | 286,676 CHF | 99.37% | 99.37% |
| 11/11/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 944,100 CHF | 317,200 CHF | 99.37% | 99.37% |
| 08/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 750,000 | 250,000 | 779,778 | 259,926 | 737,082 CHF | 248,293 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 750,000 | 250,000 | 768,540 | 256,180 | 783,058 CHF | 263,581 CHF | 98.38% | 98.38% |
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