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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 | 1.01% | 0.88 CHF | 0.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 221,557 CHF | 74,602 CHF | 97.98% | 97.98% |
| 19/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 225,000 | 75,000 | 226,226 | 75,409 | 198,413 CHF | 66,892 CHF | 96.48% | 96.48% |
| 18/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 233,908 CHF | 78,719 CHF | 96.59% | 96.59% |
| 15/11/2024 | 0.85% | 1.10 CHF | 1.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 263,551 CHF | 88,600 CHF | 96.11% | 96.11% |
| 14/11/2024 | 0.86% | 1.25 CHF | 1.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 261,406 CHF | 87,886 CHF | 98.64% | 98.64% |
| 13/11/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 225,000 | 75,000 | 225,020 | 75,007 | 203,327 CHF | 68,526 CHF | 98.98% | 98.98% |
| 12/11/2024 | 0.88% | 0.94 CHF | 0.95 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 257,026 CHF | 86,425 CHF | 98.57% | 98.57% |
| 11/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 310,268 CHF | 104,173 CHF | 97.85% | 97.85% |
| 08/11/2024 | 0.82% | 1.16 CHF | 1.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 272,795 CHF | 91,682 CHF | 98.78% | 98.78% |
| 07/11/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 299,617 CHF | 100,622 CHF | 98.22% | 98.22% |
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