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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% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 509,433 CHF | 171,311 CHF | 98.89% | 98.89% |
| 19/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 504,552 CHF | 169,684 CHF | 95.77% | 95.77% |
| 18/11/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 587,272 CHF | 197,257 CHF | 97.00% | 97.00% |
| 15/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 614,170 CHF | 206,223 CHF | 94.77% | 94.77% |
| 14/11/2024 | 0.69% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 647,758 CHF | 217,419 CHF | 97.70% | 97.70% |
| 13/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 519,088 CHF | 174,529 CHF | 98.27% | 98.27% |
| 12/11/2024 | 0.81% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 556,244 CHF | 186,915 CHF | 98.33% | 98.33% |
| 11/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 604,481 CHF | 202,994 CHF | 98.72% | 98.72% |
| 08/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 584,492 CHF | 196,331 CHF | 97.69% | 97.69% |
| 07/11/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 604,000 CHF | 202,833 CHF | 98.13% | 98.13% |
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