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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,922 CHF | 86,307 CHF | 99.23% | 99.23% |
| 20/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,060 CHF | 86,687 CHF | 99.07% | 99.07% |
| 19/11/2024 | 1.11% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,787 CHF | 90,596 CHF | 98.92% | 98.92% |
| 18/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 251,179 CHF | 84,726 CHF | 97.42% | 97.42% |
| 15/11/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,099 CHF | 86,033 CHF | 99.44% | 99.44% |
| 14/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 288,793 CHF | 97,264 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 323,570 CHF | 108,857 CHF | 96.99% | 96.99% |
| 12/11/2024 | 1.01% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,873 CHF | 99,624 CHF | 96.95% | 96.95% |
| 11/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 262,841 CHF | 88,614 CHF | 98.58% | 98.58% |
| 08/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,693 CHF | 89,231 CHF | 93.39% | 93.39% |
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