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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 | 0.78% | 1.24 CHF | 1.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 288,158 CHF | 96,803 CHF | 97.82% | 97.82% |
| 19/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 284,557 CHF | 95,602 CHF | 87.56% | 87.56% |
| 18/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 299,919 CHF | 100,723 CHF | 96.25% | 96.25% |
| 15/11/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 302,483 CHF | 101,578 CHF | 96.46% | 96.46% |
| 14/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 311,376 CHF | 104,542 CHF | 90.89% | 90.89% |
| 13/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 306,212 CHF | 102,820 CHF | 83.98% | 83.98% |
| 12/11/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 336,519 CHF | 112,923 CHF | 99.37% | 99.37% |
| 11/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 341,925 CHF | 114,725 CHF | 96.65% | 96.65% |
| 08/11/2024 | 0.62% | 1.49 CHF | 1.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 361,948 CHF | 121,399 CHF | 99.35% | 99.35% |
| 07/11/2024 | 0.55% | 1.69 CHF | 1.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 408,871 CHF | 137,040 CHF | 69.10% | 69.10% |
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