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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.56% | 1.86 CHF | 1.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 802,245 CHF | 268,915 CHF | 94.20% | 94.20% |
| 22/11/2024 | 0.60% | 1.73 CHF | 1.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 751,877 CHF | 252,126 CHF | 99.12% | 99.12% |
| 20/11/2024 | 0.50% | 1.88 CHF | 1.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,189,330 CHF | 398,443 CHF | 97.82% | 97.82% |
| 19/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,144,930 CHF | 383,643 CHF | 98.47% | 98.47% |
| 18/11/2024 | 0.57% | 1.84 CHF | 1.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,041,880 CHF | 349,295 CHF | 98.66% | 98.66% |
| 15/11/2024 | 0.67% | 1.56 CHF | 1.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 896,059 CHF | 300,686 CHF | 96.10% | 96.10% |
| 14/11/2024 | 0.62% | 1.44 CHF | 1.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 965,033 CHF | 323,678 CHF | 96.51% | 96.51% |
| 13/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,101,410 CHF | 369,136 CHF | 97.57% | 97.57% |
| 12/11/2024 | 0.52% | 1.74 CHF | 1.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,152,640 CHF | 386,215 CHF | 87.12% | 87.12% |
| 11/11/2024 | 0.56% | 1.87 CHF | 1.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,063,380 CHF | 356,460 CHF | 96.27% | 96.27% |
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