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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% | 1.33 CHF | 1.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 315,800 CHF | 106,017 CHF | 97.81% | 97.81% |
| 19/11/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 298,446 CHF | 100,232 CHF | 96.47% | 96.47% |
| 18/11/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 318,574 CHF | 106,941 CHF | 97.56% | 97.56% |
| 15/11/2024 | 0.63% | 1.43 CHF | 1.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 357,293 CHF | 119,848 CHF | 91.86% | 91.86% |
| 14/11/2024 | 0.57% | 1.68 CHF | 1.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 396,673 CHF | 132,974 CHF | 99.16% | 99.16% |
| 13/11/2024 | 0.63% | 1.68 CHF | 1.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 356,393 CHF | 119,548 CHF | 99.11% | 99.11% |
| 12/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 338,741 CHF | 113,664 CHF | 99.35% | 99.35% |
| 11/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 350,781 CHF | 117,677 CHF | 99.32% | 99.32% |
| 08/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 354,108 CHF | 118,786 CHF | 99.33% | 99.33% |
| 07/11/2024 | 0.65% | 1.62 CHF | 1.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 342,912 CHF | 115,054 CHF | 98.64% | 98.64% |
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