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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% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 338,727 CHF | 113,909 CHF | 99.27% | 99.27% |
| 19/11/2024 | 0.96% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 309,774 CHF | 104,258 CHF | 88.74% | 88.74% |
| 18/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 301,512 CHF | 101,504 CHF | 97.56% | 97.56% |
| 15/11/2024 | 0.96% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 310,247 CHF | 104,416 CHF | 96.42% | 96.42% |
| 14/11/2024 | 0.85% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 351,814 CHF | 118,271 CHF | 99.24% | 99.24% |
| 13/11/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 370,910 CHF | 124,637 CHF | 99.27% | 99.27% |
| 12/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,161 CHF | 122,387 CHF | 99.26% | 99.26% |
| 11/11/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 352,856 CHF | 118,618 CHF | 99.17% | 99.17% |
| 08/11/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,469 CHF | 121,156 CHF | 99.19% | 99.19% |
| 07/11/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 341,876 CHF | 114,959 CHF | 98.58% | 98.58% |
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