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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 | 0.74% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 601,870 CHF | 202,123 CHF | 98.88% | 98.88% |
| 19/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 611,604 CHF | 205,368 CHF | 98.87% | 98.87% |
| 18/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 641,148 CHF | 215,216 CHF | 96.79% | 96.79% |
| 15/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 648,947 CHF | 217,816 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 665,507 CHF | 223,336 CHF | 99.38% | 99.38% |
| 13/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 647,163 CHF | 217,221 CHF | 96.96% | 96.96% |
| 12/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 645,104 CHF | 216,535 CHF | 96.91% | 96.91% |
| 11/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 619,147 CHF | 207,882 CHF | 96.88% | 96.88% |
| 08/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 595,071 CHF | 199,857 CHF | 93.42% | 93.42% |
| 07/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 602,246 CHF | 202,249 CHF | 97.91% | 97.91% |
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