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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 | 0.76% | 1.31 CHF | 1.32 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 162,936 CHF | 164,186 CHF | 97.59% | 97.59% |
| 19/11/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 160,738 CHF | 161,988 CHF | 99.39% | 99.39% |
| 18/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 174,114 CHF | 175,364 CHF | 99.35% | 99.35% |
| 15/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 169,377 CHF | 170,627 CHF | 97.90% | 97.90% |
| 14/11/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 181,075 CHF | 182,325 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 173,913 CHF | 175,163 CHF | 98.77% | 98.77% |
| 12/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 174,326 CHF | 175,576 CHF | 99.12% | 99.12% |
| 11/11/2024 | 0.77% | 1.39 CHF | 1.40 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 162,636 CHF | 163,886 CHF | 98.15% | 98.15% |
| 08/11/2024 | 0.86% | 1.22 CHF | 1.23 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 145,386 CHF | 146,636 CHF | 99.50% | 99.50% |
| 07/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 147,526 CHF | 148,776 CHF | 99.37% | 99.37% |
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