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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 | 1.06% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,284 CHF | 142,928 CHF | 98.88% | 98.88% |
| 19/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 434,012 CHF | 146,171 CHF | 98.87% | 98.87% |
| 18/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 462,344 CHF | 155,615 CHF | 96.63% | 96.63% |
| 15/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 470,915 CHF | 158,472 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 487,193 CHF | 163,898 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 470,523 CHF | 158,341 CHF | 96.93% | 96.93% |
| 12/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 468,287 CHF | 157,596 CHF | 96.89% | 96.89% |
| 11/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 442,712 CHF | 149,071 CHF | 96.90% | 96.90% |
| 08/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,067 CHF | 141,522 CHF | 93.42% | 93.42% |
| 07/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,921 CHF | 143,807 CHF | 97.90% | 97.90% |
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