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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 | 0.65% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 692,788 CHF | 232,429 CHF | 98.72% | 98.72% |
| 19/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 691,320 CHF | 231,940 CHF | 90.64% | 90.64% |
| 18/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 675,449 CHF | 226,650 CHF | 96.62% | 96.62% |
| 15/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 684,665 CHF | 229,722 CHF | 98.28% | 98.28% |
| 14/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 702,975 CHF | 235,825 CHF | 98.95% | 98.95% |
| 13/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 718,198 CHF | 240,899 CHF | 87.00% | 87.00% |
| 12/11/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 689,033 CHF | 231,178 CHF | 96.36% | 96.36% |
| 11/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 694,275 CHF | 232,925 CHF | 98.94% | 98.94% |
| 08/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 698,202 CHF | 234,234 CHF | 98.88% | 98.88% |
| 07/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 677,606 CHF | 227,369 CHF | 98.21% | 98.21% |
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