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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 | 0.53% | 1.94 CHF | 1.95 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 426,987 CHF | 143,079 CHF | 94.94% | 97.57% |
| 22/11/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 386,513 CHF | 129,588 CHF | 86.92% | 86.92% |
| 20/11/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 357,310 CHF | 119,853 CHF | 97.67% | 97.67% |
| 19/11/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 353,484 CHF | 118,578 CHF | 87.55% | 87.55% |
| 18/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 369,698 CHF | 123,983 CHF | 96.27% | 96.27% |
| 15/11/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 372,078 CHF | 124,776 CHF | 96.50% | 96.50% |
| 14/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 381,241 CHF | 127,830 CHF | 90.93% | 90.93% |
| 13/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 375,222 CHF | 125,824 CHF | 83.98% | 83.98% |
| 12/11/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 407,078 CHF | 136,443 CHF | 99.35% | 99.35% |
| 11/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 412,175 CHF | 138,142 CHF | 96.66% | 96.66% |
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