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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 | 0.55% | 1.83 CHF | 1.84 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 228,636 CHF | 229,886 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 223,119 CHF | 224,369 CHF | 98.65% | 98.65% |
| 18/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 228,173 CHF | 229,423 CHF | 99.32% | 99.32% |
| 15/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 226,145 CHF | 227,395 CHF | 99.42% | 99.42% |
| 14/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 216,971 CHF | 218,221 CHF | 99.19% | 99.19% |
| 13/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 125,000 | 125,000 | 111,785 | 111,785 | 190,215 CHF | 191,333 CHF | 99.02% | 99.02% |
| 12/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 107,417 CHF | 108,047 CHF | 99.00% | 99.00% |
| 11/11/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 102,271 CHF | 102,901 CHF | 99.28% | 99.28% |
| 08/11/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 96,385 CHF | 97,015 CHF | 99.42% | 99.42% |
| 07/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 92,600 CHF | 93,230 CHF | 16.09% | 16.09% |
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