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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 | 0.59% | 1.61 CHF | 1.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,022,570 CHF | 342,855 CHF | 97.83% | 97.83% |
| 19/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 978,756 CHF | 328,252 CHF | 99.13% | 99.13% |
| 18/11/2024 | 0.68% | 1.57 CHF | 1.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 879,553 CHF | 295,184 CHF | 98.54% | 98.54% |
| 15/11/2024 | 0.81% | 1.30 CHF | 1.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 739,828 CHF | 248,609 CHF | 95.65% | 95.65% |
| 14/11/2024 | 0.74% | 1.18 CHF | 1.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 807,801 CHF | 271,267 CHF | 96.75% | 96.75% |
| 13/11/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 936,775 CHF | 314,258 CHF | 97.53% | 97.53% |
| 12/11/2024 | 0.61% | 1.47 CHF | 1.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 987,452 CHF | 331,151 CHF | 87.34% | 87.34% |
| 11/11/2024 | 0.67% | 1.59 CHF | 1.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 897,077 CHF | 301,026 CHF | 96.23% | 96.23% |
| 08/11/2024 | 1.04% | 1.05 CHF | 1.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 578,359 CHF | 194,786 CHF | 94.09% | 94.09% |
| 07/11/2024 | 1.14% | 0.93 CHF | 0.94 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 783,170 CHF | 264,056 CHF | 98.20% | 98.20% |
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