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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 359,586 CHF | 120,612 CHF | 98.01% | 98.01% |
| 22/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 337,660 CHF | 113,303 CHF | 98.47% | 98.47% |
| 20/11/2024 | 0.68% | 1.42 CHF | 1.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 327,445 CHF | 109,898 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 247,210 | 82,403 | 347,928 CHF | 116,800 CHF | 95.66% | 95.66% |
| 18/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 225,000 | 75,000 | 258,708 | 86,236 | 360,269 CHF | 120,952 CHF | 93.85% | 93.85% |
| 15/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 293,526 | 97,842 | 414,494 CHF | 139,143 CHF | 94.31% | 94.31% |
| 14/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 225,000 | 75,000 | 240,169 | 80,056 | 348,175 CHF | 116,859 CHF | 98.61% | 98.61% |
| 13/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 374,766 CHF | 125,922 CHF | 97.03% | 97.03% |
| 12/11/2024 | 0.74% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 288,612 | 96,204 | 388,414 CHF | 130,433 CHF | 97.42% | 97.42% |
| 11/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 319,113 CHF | 107,121 CHF | 95.39% | 95.39% |
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