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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 | 0.59% | 1.69 CHF | 1.70 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 210,527 CHF | 211,777 CHF | 99.46% | 99.46% |
| 19/11/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 208,220 CHF | 209,470 CHF | 99.25% | 99.25% |
| 18/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 221,785 CHF | 223,035 CHF | 99.16% | 99.16% |
| 15/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 217,114 CHF | 218,364 CHF | 97.49% | 97.49% |
| 14/11/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 228,790 CHF | 230,040 CHF | 99.20% | 99.20% |
| 13/11/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 221,370 CHF | 222,620 CHF | 99.05% | 99.05% |
| 12/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 221,683 CHF | 222,933 CHF | 99.12% | 99.12% |
| 11/11/2024 | 0.59% | 1.77 CHF | 1.78 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 209,760 CHF | 211,010 CHF | 98.17% | 98.17% |
| 08/11/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 192,356 CHF | 193,606 CHF | 99.47% | 99.47% |
| 07/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 194,581 CHF | 195,831 CHF | 99.33% | 99.33% |
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