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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 | 0.58% | 1.68 CHF | 1.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 386,948 CHF | 129,733 CHF | 98.87% | 98.87% |
| 19/11/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 359,788 CHF | 120,679 CHF | 98.72% | 98.72% |
| 18/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 358,530 CHF | 120,260 CHF | 98.89% | 98.89% |
| 15/11/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 360,080 CHF | 120,777 CHF | 98.02% | 98.02% |
| 14/11/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 370,741 CHF | 124,330 CHF | 97.63% | 97.63% |
| 13/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 360,557 CHF | 120,936 CHF | 98.84% | 98.84% |
| 12/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 382,789 CHF | 128,346 CHF | 98.31% | 98.31% |
| 11/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 394,134 CHF | 132,128 CHF | 98.88% | 98.88% |
| 08/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 386,429 CHF | 129,560 CHF | 98.73% | 98.73% |
| 07/11/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 225,000 | 75,000 | 279,827 | 93,276 | 456,089 CHF | 152,962 CHF | 98.16% | 98.16% |
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