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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 | 1.10% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 405,453 CHF | 136,651 CHF | 98.91% | 98.91% |
| 19/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 400,503 CHF | 135,001 CHF | 95.77% | 95.77% |
| 18/11/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 482,031 CHF | 162,177 CHF | 96.95% | 96.95% |
| 15/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 509,252 CHF | 171,251 CHF | 94.67% | 94.67% |
| 14/11/2024 | 0.83% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 543,207 CHF | 182,569 CHF | 98.74% | 98.74% |
| 13/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 415,311 CHF | 139,937 CHF | 98.27% | 98.27% |
| 12/11/2024 | 0.99% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 452,500 CHF | 152,333 CHF | 98.33% | 98.33% |
| 11/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 500,467 CHF | 168,322 CHF | 98.73% | 98.73% |
| 08/11/2024 | 0.93% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 480,262 CHF | 161,587 CHF | 97.69% | 97.69% |
| 07/11/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 499,348 CHF | 167,949 CHF | 98.16% | 98.16% |
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