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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 | 0.55% | 1.81 CHF | 1.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 812,458 CHF | 272,319 CHF | 98.94% | 98.94% |
| 19/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 821,806 CHF | 275,435 CHF | 90.21% | 90.21% |
| 18/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 782,257 CHF | 262,252 CHF | 97.19% | 97.19% |
| 15/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 769,440 CHF | 257,980 CHF | 98.33% | 98.33% |
| 14/11/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 773,011 CHF | 259,170 CHF | 98.90% | 98.90% |
| 13/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 790,841 CHF | 265,114 CHF | 96.58% | 96.58% |
| 12/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 742,803 CHF | 249,101 CHF | 93.99% | 93.99% |
| 11/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 791,872 CHF | 265,457 CHF | 97.90% | 97.90% |
| 08/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 837,518 CHF | 280,673 CHF | 93.08% | 93.08% |
| 07/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 828,325 CHF | 277,608 CHF | 98.19% | 98.19% |
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