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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% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 377,737 CHF | 126,912 CHF | 88.93% | 88.93% |
| 19/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,652 CHF | 123,884 CHF | 95.03% | 95.03% |
| 18/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 382,247 CHF | 128,416 CHF | 94.16% | 94.16% |
| 15/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 381,513 CHF | 128,171 CHF | 93.27% | 93.27% |
| 14/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 371,830 CHF | 124,943 CHF | 97.45% | 97.45% |
| 13/11/2024 | 0.79% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 377,668 CHF | 126,889 CHF | 98.69% | 98.69% |
| 12/11/2024 | 0.79% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 376,628 CHF | 126,543 CHF | 95.22% | 95.22% |
| 11/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 400,553 CHF | 134,518 CHF | 95.49% | 95.49% |
| 08/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,686 CHF | 130,895 CHF | 96.58% | 96.58% |
| 07/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 402,909 CHF | 135,303 CHF | 97.44% | 97.44% |
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