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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 | 0.71% | 1.36 CHF | 1.37 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 313,614 CHF | 105,288 CHF | 97.35% | 97.35% |
| 19/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 302,901 CHF | 101,717 CHF | 95.83% | 95.83% |
| 18/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 299,544 CHF | 100,598 CHF | 94.03% | 94.03% |
| 15/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 303,186 CHF | 101,812 CHF | 94.28% | 94.28% |
| 14/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 312,433 CHF | 104,894 CHF | 98.55% | 98.55% |
| 13/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 266,442 CHF | 89,564 CHF | 97.03% | 97.03% |
| 12/11/2024 | 0.78% | 1.23 CHF | 1.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 289,084 CHF | 97,111 CHF | 97.43% | 97.43% |
| 11/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 305,267 CHF | 102,506 CHF | 95.41% | 95.41% |
| 08/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 293,080 CHF | 98,443 CHF | 96.81% | 96.81% |
| 07/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 282,425 CHF | 94,892 CHF | 98.02% | 98.02% |
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