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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 | 1.40% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,363 CHF | 71,788 CHF | 88.75% | 88.75% |
| 19/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,783 CHF | 68,928 CHF | 94.93% | 94.93% |
| 18/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,456 CHF | 73,152 CHF | 94.44% | 94.44% |
| 15/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 215,960 CHF | 72,987 CHF | 93.42% | 93.42% |
| 14/11/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,791 CHF | 69,930 CHF | 97.41% | 97.41% |
| 13/11/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,854 CHF | 71,951 CHF | 98.69% | 98.69% |
| 12/11/2024 | 1.41% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,765 CHF | 71,589 CHF | 95.24% | 95.24% |
| 11/11/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,295 CHF | 79,432 CHF | 95.41% | 95.41% |
| 08/11/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,239 CHF | 75,746 CHF | 96.59% | 96.59% |
| 07/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,737 CHF | 79,912 CHF | 97.55% | 97.55% |
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