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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 | 0.79% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 378,521 CHF | 127,174 CHF | 98.86% | 98.86% |
| 19/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 378,930 CHF | 127,310 CHF | 90.61% | 90.61% |
| 18/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 369,866 CHF | 124,289 CHF | 96.70% | 96.70% |
| 15/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,111 CHF | 125,037 CHF | 98.35% | 98.35% |
| 14/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,088 CHF | 130,696 CHF | 98.89% | 98.89% |
| 13/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 396,905 CHF | 133,302 CHF | 96.35% | 96.35% |
| 12/11/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,276 CHF | 125,092 CHF | 96.25% | 96.25% |
| 11/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,052 CHF | 122,351 CHF | 98.71% | 98.71% |
| 08/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 370,544 CHF | 124,515 CHF | 98.84% | 98.84% |
| 07/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 375,180 CHF | 126,060 CHF | 98.19% | 98.19% |
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