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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 | 1.01% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,888 CHF | 99,629 CHF | 99.26% | 99.26% |
| 19/11/2024 | 1.10% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 270,524 CHF | 91,175 CHF | 88.75% | 88.75% |
| 18/11/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,970 CHF | 89,323 CHF | 97.57% | 97.57% |
| 15/11/2024 | 1.10% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,264 CHF | 91,755 CHF | 96.42% | 96.42% |
| 14/11/2024 | 0.97% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 307,580 CHF | 103,527 CHF | 99.24% | 99.24% |
| 13/11/2024 | 0.92% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 324,714 CHF | 109,238 CHF | 99.27% | 99.27% |
| 12/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,075 CHF | 107,358 CHF | 99.26% | 99.26% |
| 11/11/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 309,082 CHF | 104,027 CHF | 99.23% | 99.23% |
| 08/11/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,827 CHF | 106,276 CHF | 99.23% | 99.23% |
| 07/11/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,737 CHF | 101,246 CHF | 98.63% | 98.63% |
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