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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 | 0.88% | 1.11 CHF | 1.12 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 283,160 CHF | 85,698 CHF | 99.41% | 99.41% |
| 19/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 280,975 CHF | 85,043 CHF | 99.41% | 99.41% |
| 18/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 293,431 CHF | 88,779 CHF | 97.56% | 97.56% |
| 15/11/2024 | 0.80% | 1.17 CHF | 1.18 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 310,774 CHF | 93,982 CHF | 99.41% | 99.41% |
| 14/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 311,287 CHF | 94,136 CHF | 99.41% | 99.41% |
| 13/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 311,541 CHF | 94,212 CHF | 96.95% | 96.95% |
| 12/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 321,453 CHF | 97,186 CHF | 96.84% | 96.84% |
| 11/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 315,296 CHF | 95,339 CHF | 99.42% | 99.42% |
| 08/11/2024 | 0.83% | 1.26 CHF | 1.27 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 299,537 CHF | 90,611 CHF | 90.75% | 90.75% |
| 07/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 298,474 CHF | 90,292 CHF | 98.69% | 98.69% |
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