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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 | 0.64% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 705,358 CHF | 236,619 CHF | 98.92% | 98.92% |
| 19/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 714,877 CHF | 239,792 CHF | 90.21% | 90.21% |
| 18/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 675,063 CHF | 226,521 CHF | 97.13% | 97.13% |
| 15/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 661,848 CHF | 222,116 CHF | 98.34% | 98.34% |
| 14/11/2024 | 0.67% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 665,680 CHF | 223,393 CHF | 98.90% | 98.90% |
| 13/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 683,274 CHF | 229,258 CHF | 96.39% | 96.39% |
| 12/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 635,445 CHF | 213,315 CHF | 94.02% | 94.02% |
| 11/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 684,408 CHF | 229,636 CHF | 97.87% | 97.87% |
| 08/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 729,764 CHF | 244,755 CHF | 93.08% | 93.08% |
| 07/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 720,176 CHF | 241,559 CHF | 98.20% | 98.20% |
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