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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 | 0.63% | 1.54 CHF | 1.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 951,272 CHF | 319,091 CHF | 15.09% | 97.45% |
| 19/11/2024 | 0.64% | 1.58 CHF | 1.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 939,719 CHF | 315,240 CHF | 64.08% | 98.37% |
| 18/11/2024 | 0.72% | 1.52 CHF | 1.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 830,006 CHF | 278,669 CHF | 70.65% | 98.31% |
| 15/11/2024 | 0.86% | 1.23 CHF | 1.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 695,209 CHF | 233,736 CHF | 95.92% | 95.92% |
| 14/11/2024 | 0.78% | 1.10 CHF | 1.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 764,078 CHF | 256,693 CHF | 96.68% | 96.68% |
| 13/11/2024 | 0.67% | 1.55 CHF | 1.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 889,043 CHF | 298,348 CHF | 77.94% | 97.70% |
| 12/11/2024 | 0.65% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 922,281 CHF | 309,427 CHF | 56.84% | 87.95% |
| 11/11/2024 | 0.71% | 1.55 CHF | 1.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 842,860 CHF | 282,953 CHF | 5.20% | 97.77% |
| 08/11/2024 | 1.15% | 0.96 CHF | 0.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 518,907 CHF | 174,969 CHF | 93.51% | 93.51% |
| 07/11/2024 | 1.32% | 0.83 CHF | 0.84 CHF | 750,000 | 250,000 | 752,731 | 250,910 | 566,445 CHF | 191,324 CHF | 98.00% | 98.00% |
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