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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 | 1.04% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,753 CHF | 144,751 CHF | 99.27% | 99.27% |
| 19/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 442,632 CHF | 149,044 CHF | 99.24% | 99.24% |
| 18/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 478,791 CHF | 161,097 CHF | 98.67% | 98.67% |
| 15/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 490,224 CHF | 164,908 CHF | 99.39% | 99.39% |
| 14/11/2024 | 0.88% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 509,838 CHF | 171,446 CHF | 98.43% | 98.43% |
| 13/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 490,224 CHF | 164,908 CHF | 99.34% | 99.34% |
| 12/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 487,341 CHF | 163,947 CHF | 93.13% | 93.13% |
| 11/11/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,082 CHF | 152,527 CHF | 98.68% | 98.68% |
| 08/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 425,233 CHF | 143,244 CHF | 93.12% | 93.12% |
| 07/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 580,136 CHF | 195,379 CHF | 97.80% | 97.80% |
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