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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 | 0.89% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 334,189 CHF | 112,396 CHF | 98.95% | 98.95% |
| 19/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 312,486 CHF | 105,162 CHF | 98.86% | 98.86% |
| 18/11/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,315 CHF | 107,772 CHF | 98.60% | 98.60% |
| 15/11/2024 | 0.83% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 359,312 CHF | 120,771 CHF | 96.50% | 96.50% |
| 14/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 380,522 CHF | 127,841 CHF | 97.69% | 97.69% |
| 13/11/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 386,937 CHF | 129,979 CHF | 98.99% | 98.99% |
| 12/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,113 CHF | 130,704 CHF | 98.09% | 98.09% |
| 11/11/2024 | 0.75% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 396,572 CHF | 133,191 CHF | 98.92% | 98.92% |
| 08/11/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 401,653 CHF | 134,884 CHF | 99.12% | 99.12% |
| 07/11/2024 | 0.81% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 367,424 CHF | 123,475 CHF | 98.26% | 98.26% |
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