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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 | 0.93% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 322,413 CHF | 108,471 CHF | 88.81% | 88.81% |
| 19/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 313,604 CHF | 105,535 CHF | 95.06% | 95.06% |
| 18/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,804 CHF | 109,935 CHF | 94.57% | 94.57% |
| 15/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,062 CHF | 109,687 CHF | 93.41% | 93.41% |
| 14/11/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,747 CHF | 106,582 CHF | 97.41% | 97.41% |
| 13/11/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 322,403 CHF | 108,468 CHF | 98.69% | 98.69% |
| 12/11/2024 | 0.93% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,507 CHF | 108,169 CHF | 95.21% | 95.21% |
| 11/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 345,223 CHF | 116,074 CHF | 95.38% | 95.38% |
| 08/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 334,088 CHF | 112,363 CHF | 96.56% | 96.56% |
| 07/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 347,339 CHF | 116,780 CHF | 97.40% | 97.40% |
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