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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 | 0.95% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 314,001 CHF | 105,667 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,179 CHF | 107,726 CHF | 99.44% | 99.44% |
| 18/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,604 CHF | 107,868 CHF | 97.38% | 97.38% |
| 15/11/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,686 CHF | 101,229 CHF | 99.45% | 99.45% |
| 14/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 273,359 CHF | 92,120 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,660 CHF | 95,220 CHF | 96.95% | 96.95% |
| 12/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,266 CHF | 95,089 CHF | 96.97% | 96.97% |
| 11/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,295 CHF | 90,765 CHF | 99.44% | 99.44% |
| 08/11/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,514 CHF | 86,838 CHF | 99.28% | 99.28% |
| 07/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 259,611 CHF | 87,537 CHF | 98.70% | 98.70% |
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