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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 | 0.90% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 240,593 | 80,198 | 266,121 CHF | 89,509 CHF | 98.77% | 98.77% |
| 19/11/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 225,000 | 75,000 | 293,861 | 97,954 | 305,468 CHF | 102,802 CHF | 96.53% | 96.53% |
| 18/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 252,942 CHF | 85,064 CHF | 97.57% | 97.57% |
| 15/11/2024 | 0.78% | 1.14 CHF | 1.15 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 288,495 CHF | 96,915 CHF | 91.81% | 91.81% |
| 14/11/2024 | 0.69% | 1.37 CHF | 1.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 325,874 CHF | 109,375 CHF | 99.15% | 99.15% |
| 13/11/2024 | 0.78% | 1.37 CHF | 1.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 288,011 CHF | 96,754 CHF | 99.07% | 99.07% |
| 12/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 271,618 CHF | 91,290 CHF | 99.36% | 99.36% |
| 11/11/2024 | 0.79% | 1.21 CHF | 1.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 283,013 CHF | 95,088 CHF | 99.30% | 99.30% |
| 08/11/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 286,616 CHF | 96,289 CHF | 99.34% | 99.34% |
| 07/11/2024 | 0.81% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 292,938 | 97,646 | 359,494 CHF | 120,808 CHF | 98.59% | 98.59% |
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