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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 | 0.94% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,317 CHF | 107,439 CHF | 98.36% | 98.36% |
| 19/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,295 CHF | 109,765 CHF | 97.50% | 97.50% |
| 18/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 314,302 CHF | 105,767 CHF | 96.26% | 96.26% |
| 15/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,864 CHF | 104,955 CHF | 98.88% | 98.88% |
| 14/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,178 CHF | 109,393 CHF | 96.89% | 96.89% |
| 13/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 323,095 CHF | 108,698 CHF | 94.45% | 94.45% |
| 12/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,057 CHF | 106,352 CHF | 94.65% | 94.65% |
| 11/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,657 CHF | 106,219 CHF | 96.44% | 96.44% |
| 08/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,607 CHF | 106,536 CHF | 92.07% | 92.07% |
| 07/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,847 CHF | 108,282 CHF | 97.60% | 97.60% |
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