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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 | 0.57% | 1.76 CHF | 1.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 791,199 CHF | 265,233 CHF | 98.95% | 98.95% |
| 19/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 800,802 CHF | 268,434 CHF | 90.22% | 90.22% |
| 18/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 761,248 CHF | 255,249 CHF | 96.99% | 96.99% |
| 15/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 748,210 CHF | 250,903 CHF | 98.33% | 98.33% |
| 14/11/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 751,991 CHF | 252,164 CHF | 98.91% | 98.91% |
| 13/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 769,489 CHF | 257,996 CHF | 96.44% | 96.44% |
| 12/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 721,667 CHF | 242,056 CHF | 93.91% | 93.91% |
| 11/11/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 770,721 CHF | 258,407 CHF | 97.90% | 97.90% |
| 08/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 816,295 CHF | 273,598 CHF | 93.08% | 93.08% |
| 07/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 807,136 CHF | 270,545 CHF | 98.22% | 98.22% |
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