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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 | 0.65% | 1.56 CHF | 1.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 463,580 CHF | 155,527 CHF | 98.87% | 98.87% |
| 19/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 463,509 CHF | 155,503 CHF | 90.63% | 90.63% |
| 18/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 454,782 CHF | 152,594 CHF | 96.31% | 96.31% |
| 15/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 457,413 CHF | 153,471 CHF | 98.35% | 98.35% |
| 14/11/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 474,414 CHF | 159,138 CHF | 98.89% | 98.89% |
| 13/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 481,998 CHF | 161,666 CHF | 96.48% | 96.48% |
| 12/11/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 457,327 CHF | 153,442 CHF | 96.27% | 96.27% |
| 11/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 449,200 CHF | 150,733 CHF | 98.72% | 98.72% |
| 08/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 455,821 CHF | 152,940 CHF | 98.84% | 98.84% |
| 07/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 460,862 CHF | 154,621 CHF | 98.20% | 98.20% |
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