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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 | 1.11% | 0.82 CHF | 0.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 201,875 CHF | 68,042 CHF | 98.61% | 98.61% |
| 19/11/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 184,675 CHF | 62,308 CHF | 96.50% | 96.50% |
| 18/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 204,088 CHF | 68,779 CHF | 97.57% | 97.57% |
| 15/11/2024 | 0.91% | 0.92 CHF | 0.93 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 245,938 CHF | 82,729 CHF | 91.81% | 91.81% |
| 14/11/2024 | - | 1.19 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.26% |
| 13/11/2024 | 0.92% | 1.19 CHF | 1.16 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 242,833 CHF | 81,695 CHF | 81.15% | 99.09% |
| 12/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 226,911 CHF | 76,387 CHF | 99.35% | 99.35% |
| 11/11/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 236,036 CHF | 79,429 CHF | 65.97% | 99.32% |
| 08/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 244,835 CHF | 82,362 CHF | 99.32% | 99.32% |
| 07/11/2024 | 0.97% | 1.13 CHF | 1.14 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 232,382 CHF | 78,211 CHF | 98.55% | 98.55% |
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