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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 | 0.65% | 1.50 CHF | 1.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 919,067 CHF | 308,356 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 872,201 CHF | 292,734 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 883,962 CHF | 296,654 CHF | 99.26% | 99.26% |
| 15/11/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 827,178 CHF | 277,726 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.72% | 1.48 CHF | 1.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 832,880 CHF | 279,627 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 892,581 CHF | 299,527 CHF | 99.37% | 99.37% |
| 12/11/2024 | 0.69% | 1.39 CHF | 1.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 867,161 CHF | 291,054 CHF | 99.38% | 99.38% |
| 11/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 930,909 CHF | 312,303 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 917,126 CHF | 307,709 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 957,818 CHF | 321,273 CHF | 98.37% | 98.37% |
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