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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 | 0.76% | 1.29 CHF | 1.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 296,660 CHF | 99,637 CHF | 98.59% | 98.59% |
| 19/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 283,931 CHF | 95,394 CHF | 96.14% | 96.14% |
| 18/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 285,503 CHF | 95,918 CHF | 96.22% | 96.22% |
| 15/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 285,403 CHF | 95,884 CHF | 95.36% | 95.36% |
| 14/11/2024 | 0.82% | 1.26 CHF | 1.27 CHF | 225,000 | 75,000 | 225,751 | 75,250 | 275,973 CHF | 92,743 CHF | 98.38% | 98.38% |
| 13/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 273,991 CHF | 92,080 CHF | 98.27% | 98.27% |
| 12/11/2024 | 0.78% | 1.21 CHF | 1.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 288,913 CHF | 97,055 CHF | 98.92% | 98.92% |
| 11/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 311,287 CHF | 104,512 CHF | 97.88% | 97.88% |
| 08/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 284,386 CHF | 95,545 CHF | 98.82% | 98.82% |
| 07/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 285,092 CHF | 95,781 CHF | 98.16% | 98.16% |
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