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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 | 0.89% | 1.14 CHF | 1.15 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 502,517 CHF | 112,671 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.13% | 0.93 CHF | 0.94 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 397,339 CHF | 89,298 CHF | 99.38% | 99.38% |
| 18/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 417,796 CHF | 93,844 CHF | 99.38% | 99.38% |
| 15/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 435,446 CHF | 97,766 CHF | 98.91% | 98.91% |
| 14/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 454,307 CHF | 101,957 CHF | 99.38% | 99.38% |
| 13/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 404,074 CHF | 90,794 CHF | 99.38% | 99.38% |
| 12/11/2024 | 1.03% | 0.89 CHF | 0.90 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 434,763 CHF | 97,614 CHF | 99.16% | 99.16% |
| 11/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 462,074 CHF | 103,683 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 466,679 CHF | 104,707 CHF | 99.38% | 99.38% |
| 07/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 477,444 CHF | 107,099 CHF | 98.58% | 98.58% |
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