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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 | 0.59% | 1.67 CHF | 1.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,016,850 CHF | 340,948 CHF | 98.89% | 98.89% |
| 19/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 985,596 CHF | 330,532 CHF | 97.93% | 97.93% |
| 18/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,031,570 CHF | 345,855 CHF | 97.19% | 97.19% |
| 15/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,020,490 CHF | 342,162 CHF | 98.27% | 98.27% |
| 14/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 992,787 CHF | 332,929 CHF | 98.90% | 98.90% |
| 13/11/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 978,883 CHF | 328,294 CHF | 86.97% | 86.97% |
| 12/11/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,013,220 CHF | 339,739 CHF | 96.43% | 96.43% |
| 11/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,007,370 CHF | 337,791 CHF | 98.93% | 98.93% |
| 08/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 966,850 CHF | 324,283 CHF | 90.13% | 90.13% |
| 07/11/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,049,980 CHF | 351,994 CHF | 98.26% | 98.26% |
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