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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 | 0.90% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 499,095 CHF | 167,865 CHF | 98.88% | 98.88% |
| 19/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 509,477 CHF | 171,326 CHF | 98.87% | 98.87% |
| 18/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 538,397 CHF | 180,966 CHF | 96.76% | 96.76% |
| 15/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 546,505 CHF | 183,668 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 562,867 CHF | 189,122 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 545,658 CHF | 183,386 CHF | 97.02% | 97.02% |
| 12/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 543,125 CHF | 182,542 CHF | 96.80% | 96.80% |
| 11/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 518,394 CHF | 174,298 CHF | 96.90% | 96.90% |
| 08/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 494,620 CHF | 166,373 CHF | 93.42% | 93.42% |
| 07/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 500,623 CHF | 168,374 CHF | 97.91% | 97.91% |
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