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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 | 0.66% | 1.49 CHF | 1.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 342,071 CHF | 114,774 CHF | 98.19% | 98.19% |
| 19/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 328,148 CHF | 110,133 CHF | 96.37% | 96.37% |
| 18/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 330,765 CHF | 111,005 CHF | 96.57% | 96.57% |
| 15/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 330,192 CHF | 110,814 CHF | 95.38% | 95.38% |
| 14/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 318,773 CHF | 107,008 CHF | 98.36% | 98.36% |
| 13/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 317,373 CHF | 106,541 CHF | 98.22% | 98.22% |
| 12/11/2024 | 0.67% | 1.40 CHF | 1.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 333,791 CHF | 112,014 CHF | 98.91% | 98.91% |
| 11/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 357,779 CHF | 120,010 CHF | 97.87% | 97.87% |
| 08/11/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 328,837 CHF | 110,362 CHF | 98.83% | 98.83% |
| 07/11/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 329,414 CHF | 110,555 CHF | 98.20% | 98.20% |
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