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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 | - | 1.72 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.71% |
| 19/11/2024 | 0.67% | 1.58 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 445,049 CHF | 149,350 CHF | 2.76% | 99.12% |
| 18/11/2024 | 0.71% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 431,571 | 143,857 | 602,281 CHF | 202,199 CHF | 97.82% | 99.08% |
| 15/11/2024 | 0.69% | 1.39 CHF | 1.40 CHF | 450,000 | 150,000 | 330,431 | 110,144 | 478,568 CHF | 160,624 CHF | 97.22% | 97.22% |
| 14/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 443,296 CHF | 148,765 CHF | 86.39% | 97.59% |
| 13/11/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 427,125 | 142,375 | 600,432 CHF | 201,568 CHF | 98.81% | 98.81% |
| 12/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 590,747 CHF | 198,416 CHF | 98.55% | 98.55% |
| 11/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 564,432 CHF | 189,644 CHF | 98.98% | 98.98% |
| 08/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 558,160 CHF | 187,553 CHF | 96.88% | 96.88% |
| 07/11/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 523,958 CHF | 176,153 CHF | 98.19% | 98.19% |
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