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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 | 1.05% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,470 CHF | 96,157 CHF | 98.33% | 98.33% |
| 19/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,492 CHF | 98,497 CHF | 97.51% | 97.51% |
| 18/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,262 CHF | 94,421 CHF | 96.18% | 96.18% |
| 15/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,708 CHF | 93,570 CHF | 98.90% | 98.90% |
| 14/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 291,049 CHF | 98,016 CHF | 96.91% | 96.91% |
| 13/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 289,105 CHF | 97,368 CHF | 94.45% | 94.45% |
| 12/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,019 CHF | 95,006 CHF | 94.62% | 94.62% |
| 11/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,544 CHF | 94,848 CHF | 96.45% | 96.45% |
| 08/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,397 CHF | 95,132 CHF | 92.07% | 92.07% |
| 07/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,562 CHF | 96,854 CHF | 97.58% | 97.58% |
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