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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 | 0.70% | 1.39 CHF | 1.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 638,049 CHF | 214,183 CHF | 98.88% | 98.88% |
| 19/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 614,618 CHF | 206,373 CHF | 95.76% | 95.76% |
| 18/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 648,473 CHF | 217,658 CHF | 97.02% | 97.02% |
| 15/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 639,684 CHF | 214,728 CHF | 94.79% | 94.79% |
| 14/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 619,192 CHF | 207,897 CHF | 98.85% | 98.85% |
| 13/11/2024 | 0.74% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 608,257 CHF | 204,252 CHF | 98.25% | 98.25% |
| 12/11/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 634,012 CHF | 212,837 CHF | 98.93% | 98.93% |
| 11/11/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 629,824 CHF | 211,441 CHF | 98.92% | 98.92% |
| 08/11/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 598,438 CHF | 200,979 CHF | 97.33% | 97.33% |
| 07/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 661,114 CHF | 221,871 CHF | 98.18% | 98.18% |
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