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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 | 1.05% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,370 CHF | 96,123 CHF | 88.85% | 88.85% |
| 19/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,119 CHF | 93,373 CHF | 95.06% | 95.06% |
| 18/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 289,418 CHF | 97,473 CHF | 94.52% | 94.52% |
| 15/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 289,003 CHF | 97,334 CHF | 93.26% | 93.26% |
| 14/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,706 CHF | 94,235 CHF | 97.44% | 97.44% |
| 13/11/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,691 CHF | 96,230 CHF | 98.70% | 98.70% |
| 12/11/2024 | 1.05% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,644 CHF | 95,881 CHF | 95.30% | 95.30% |
| 11/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 307,810 CHF | 103,603 CHF | 95.50% | 95.50% |
| 08/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 297,046 CHF | 100,015 CHF | 96.56% | 96.56% |
| 07/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 309,717 CHF | 104,239 CHF | 97.49% | 97.49% |
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