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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 | 0.93% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 322,394 CHF | 108,465 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 323,754 CHF | 108,918 CHF | 98.96% | 98.96% |
| 18/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,800 CHF | 108,267 CHF | 97.68% | 97.68% |
| 15/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,487 CHF | 109,496 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,370 CHF | 121,123 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 365,710 CHF | 122,903 CHF | 96.93% | 96.93% |
| 12/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 376,530 CHF | 126,510 CHF | 96.84% | 96.84% |
| 11/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,848 CHF | 130,949 CHF | 98.87% | 98.87% |
| 08/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 391,647 CHF | 131,549 CHF | 93.36% | 93.36% |
| 07/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 387,169 CHF | 130,056 CHF | 98.70% | 98.70% |
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