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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% | 1.63 CHF | 1.64 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 385,541 CHF | 129,264 CHF | 97.63% | 97.63% |
| 19/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 367,067 CHF | 123,106 CHF | 96.55% | 96.55% |
| 18/11/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 388,153 CHF | 130,134 CHF | 97.46% | 97.46% |
| 15/11/2024 | 0.52% | 1.74 CHF | 1.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 429,020 CHF | 143,756 CHF | 91.82% | 91.82% |
| 14/11/2024 | 0.48% | 2.01 CHF | 2.02 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 469,820 CHF | 157,357 CHF | 99.13% | 99.13% |
| 13/11/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 427,649 CHF | 143,300 CHF | 99.06% | 99.06% |
| 12/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 409,097 CHF | 137,116 CHF | 99.36% | 99.36% |
| 11/11/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 421,848 CHF | 141,366 CHF | 99.34% | 99.34% |
| 08/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 424,369 CHF | 142,206 CHF | 99.33% | 99.33% |
| 07/11/2024 | 0.54% | 1.93 CHF | 1.94 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 412,388 CHF | 138,213 CHF | 98.59% | 98.59% |
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