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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 | 0.71% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 227,007 | 75,669 | 319,075 CHF | 107,115 CHF | 97.98% | 97.98% |
| 19/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 240,255 | 80,085 | 333,490 CHF | 111,964 CHF | 87.56% | 87.56% |
| 18/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 327,808 CHF | 110,019 CHF | 96.26% | 96.26% |
| 15/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 329,806 CHF | 110,685 CHF | 96.53% | 96.53% |
| 14/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 338,415 CHF | 113,555 CHF | 90.95% | 90.95% |
| 13/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 333,646 CHF | 111,965 CHF | 83.99% | 83.99% |
| 12/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 362,475 CHF | 121,575 CHF | 99.36% | 99.36% |
| 11/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 368,120 CHF | 123,457 CHF | 96.69% | 96.69% |
| 08/11/2024 | 0.58% | 1.60 CHF | 1.61 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 387,076 CHF | 129,775 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.52% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 577,027 CHF | 193,342 CHF | 69.12% | 69.12% |
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