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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 | 0.77% | 1.32 CHF | 1.33 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 582,174 CHF | 130,372 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 476,201 CHF | 106,823 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 497,860 CHF | 111,636 CHF | 99.38% | 99.38% |
| 15/11/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 514,087 CHF | 115,242 CHF | 98.91% | 98.91% |
| 14/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 532,999 CHF | 119,444 CHF | 99.38% | 99.38% |
| 13/11/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 482,077 CHF | 108,128 CHF | 99.38% | 99.38% |
| 12/11/2024 | 0.87% | 1.06 CHF | 1.07 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 512,317 CHF | 114,848 CHF | 99.16% | 99.16% |
| 11/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 540,371 CHF | 121,082 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 545,739 CHF | 122,275 CHF | 99.38% | 99.38% |
| 07/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 557,035 CHF | 124,786 CHF | 98.58% | 98.58% |
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