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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 | 0.57% | 1.74 CHF | 1.75 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 262,270 CHF | 87,924 CHF | 98.93% | 98.93% |
| 19/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 269,199 CHF | 90,233 CHF | 98.90% | 98.90% |
| 18/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 277,316 CHF | 92,939 CHF | 97.04% | 97.04% |
| 15/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 283,038 CHF | 94,846 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 276,721 CHF | 92,740 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 263,828 CHF | 88,443 CHF | 96.92% | 96.92% |
| 12/11/2024 | 0.59% | 1.76 CHF | 1.77 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 254,828 CHF | 85,443 CHF | 96.91% | 96.91% |
| 11/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 244,381 CHF | 81,961 CHF | 98.87% | 98.87% |
| 08/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 244,108 CHF | 81,869 CHF | 93.76% | 93.76% |
| 07/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 251,334 CHF | 84,278 CHF | 98.68% | 98.68% |
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