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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 | 0.77% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,563 CHF | 130,854 CHF | 98.33% | 98.33% |
| 19/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 396,426 CHF | 133,142 CHF | 97.52% | 97.52% |
| 18/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 384,609 CHF | 129,203 CHF | 96.09% | 96.09% |
| 15/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 382,410 CHF | 128,470 CHF | 98.89% | 98.89% |
| 14/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 395,631 CHF | 132,877 CHF | 96.90% | 96.90% |
| 13/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 393,533 CHF | 132,178 CHF | 94.49% | 94.49% |
| 12/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 386,423 CHF | 129,808 CHF | 94.59% | 94.59% |
| 11/11/2024 | 0.77% | 1.27 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 386,127 CHF | 129,709 CHF | 96.44% | 96.44% |
| 08/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 387,214 CHF | 130,071 CHF | 92.04% | 92.04% |
| 07/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 392,721 CHF | 131,907 CHF | 97.61% | 97.61% |
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