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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% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,181 CHF | 114,394 CHF | 99.42% | 99.42% |
| 19/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 331,349 CHF | 111,450 CHF | 99.43% | 99.43% |
| 18/11/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,451 CHF | 109,484 CHF | 97.64% | 97.64% |
| 15/11/2024 | 0.86% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,520 CHF | 116,506 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 384,406 CHF | 129,135 CHF | 99.42% | 99.42% |
| 13/11/2024 | 0.73% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 409,932 CHF | 137,644 CHF | 94.68% | 94.68% |
| 12/11/2024 | 0.67% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 447,924 CHF | 150,308 CHF | 96.79% | 96.79% |
| 11/11/2024 | 0.59% | 1.58 CHF | 1.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 504,781 CHF | 169,260 CHF | 99.46% | 99.46% |
| 08/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 525,800 CHF | 176,267 CHF | 90.73% | 90.73% |
| 07/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 530,308 CHF | 177,769 CHF | 98.67% | 98.67% |
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