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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 | 0.93% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,429 CHF | 107,810 CHF | 97.83% | 97.83% |
| 19/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 328,772 CHF | 110,591 CHF | 93.00% | 93.00% |
| 18/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 339,982 CHF | 114,327 CHF | 94.59% | 94.59% |
| 15/11/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 338,759 CHF | 113,920 CHF | 96.45% | 96.45% |
| 14/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 336,340 CHF | 113,113 CHF | 97.74% | 97.74% |
| 13/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,427 CHF | 114,476 CHF | 94.89% | 94.89% |
| 12/11/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 351,942 CHF | 118,314 CHF | 96.36% | 96.36% |
| 11/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 357,816 CHF | 120,272 CHF | 96.36% | 96.36% |
| 08/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 371,423 CHF | 124,808 CHF | 92.38% | 92.38% |
| 07/11/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 378,657 CHF | 127,219 CHF | 98.20% | 98.20% |
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