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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 | 0.97% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 462,490 CHF | 155,663 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 440,902 CHF | 148,467 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 447,014 CHF | 150,505 CHF | 99.25% | 99.25% |
| 15/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 458,037 CHF | 154,179 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,851 CHF | 152,784 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 450,076 CHF | 151,525 CHF | 99.37% | 99.37% |
| 12/11/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 461,704 CHF | 155,401 CHF | 99.37% | 99.37% |
| 11/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 481,122 CHF | 161,874 CHF | 99.37% | 99.37% |
| 08/11/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 477,242 CHF | 160,581 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 466,187 CHF | 156,896 CHF | 98.37% | 98.37% |
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