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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 | 1.12% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,257 CHF | 90,086 CHF | 88.90% | 88.90% |
| 19/11/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 258,582 CHF | 87,194 CHF | 94.90% | 94.90% |
| 18/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,584 CHF | 91,528 CHF | 94.44% | 94.44% |
| 15/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,054 CHF | 91,351 CHF | 93.24% | 93.24% |
| 14/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,571 CHF | 88,190 CHF | 97.47% | 97.47% |
| 13/11/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,392 CHF | 90,131 CHF | 98.70% | 98.70% |
| 12/11/2024 | 1.12% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 266,444 CHF | 89,815 CHF | 95.22% | 95.22% |
| 11/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 290,232 CHF | 97,744 CHF | 95.47% | 95.47% |
| 08/11/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,134 CHF | 94,045 CHF | 96.49% | 96.49% |
| 07/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 291,966 CHF | 98,322 CHF | 97.41% | 97.41% |
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