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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 | 1.61% | 0.63 CHF | 0.64 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 461,676 CHF | 62,557 CHF | 96.57% | 96.57% |
| 19/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 451,130 CHF | 61,151 CHF | 97.43% | 97.43% |
| 18/11/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 440,002 CHF | 59,667 CHF | 92.52% | 92.52% |
| 15/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 428,852 CHF | 58,180 CHF | 97.24% | 97.24% |
| 14/11/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 436,224 CHF | 59,163 CHF | 98.36% | 98.36% |
| 13/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 465,689 CHF | 63,092 CHF | 92.91% | 92.91% |
| 12/11/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 446,218 CHF | 60,496 CHF | 96.43% | 96.43% |
| 11/11/2024 | 1.73% | 0.57 CHF | 0.59 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 428,705 CHF | 58,161 CHF | 91.03% | 91.03% |
| 08/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 436,058 CHF | 59,141 CHF | 92.20% | 92.20% |
| 07/11/2024 | 1.71% | 0.57 CHF | 0.59 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 433,801 CHF | 58,840 CHF | 98.70% | 98.70% |
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