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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 | 0.76% | 1.29 CHF | 1.30 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 985,263 CHF | 132,368 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 962,934 CHF | 129,391 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 956,887 CHF | 128,585 CHF | 99.26% | 99.26% |
| 15/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 924,892 CHF | 124,319 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 890,467 CHF | 119,729 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 888,885 CHF | 119,518 CHF | 99.37% | 99.37% |
| 12/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 913,341 CHF | 122,779 CHF | 99.38% | 99.38% |
| 11/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 944,397 CHF | 126,920 CHF | 99.37% | 99.37% |
| 08/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 909,328 CHF | 122,244 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 931,143 CHF | 125,152 CHF | 98.36% | 98.36% |
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