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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 | 0.73% | 1.33 CHF | 1.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 306,032 CHF | 102,761 CHF | 98.62% | 98.62% |
| 19/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 225,000 | 75,000 | 232,415 | 77,472 | 303,227 CHF | 101,850 CHF | 96.08% | 96.08% |
| 18/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 294,990 CHF | 99,080 CHF | 96.80% | 96.80% |
| 15/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 294,476 CHF | 98,909 CHF | 95.44% | 95.44% |
| 14/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 225,000 | 75,000 | 258,378 | 86,126 | 324,869 CHF | 109,151 CHF | 98.31% | 98.31% |
| 13/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 282,294 | 94,098 | 354,764 CHF | 119,196 CHF | 98.27% | 98.27% |
| 12/11/2024 | 0.75% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 227,918 | 75,973 | 301,030 CHF | 101,103 CHF | 98.93% | 98.93% |
| 11/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 319,194 CHF | 107,148 CHF | 97.87% | 97.87% |
| 08/11/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 225,000 | 75,000 | 225,677 | 75,226 | 294,068 CHF | 98,775 CHF | 98.82% | 98.82% |
| 07/11/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 225,000 | 75,000 | 259,963 | 86,654 | 338,069 CHF | 113,556 CHF | 98.28% | 98.28% |
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