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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 | 0.84% | 1.17 CHF | 1.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 708,974 CHF | 238,325 CHF | 98.92% | 98.92% |
| 19/11/2024 | 0.79% | 1.20 CHF | 1.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 756,481 CHF | 254,160 CHF | 90.32% | 90.32% |
| 18/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 851,027 CHF | 285,676 CHF | 97.10% | 97.10% |
| 15/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 867,871 CHF | 291,290 CHF | 98.92% | 98.92% |
| 14/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 884,818 CHF | 296,939 CHF | 98.93% | 98.93% |
| 13/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 876,776 CHF | 294,259 CHF | 96.38% | 96.38% |
| 12/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 867,906 CHF | 291,302 CHF | 96.49% | 96.49% |
| 11/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 855,493 CHF | 287,164 CHF | 98.86% | 98.86% |
| 08/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 841,818 CHF | 282,606 CHF | 98.90% | 98.90% |
| 07/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 817,555 CHF | 274,518 CHF | 98.23% | 98.23% |
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