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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 | 0.90% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 330,614 CHF | 111,205 CHF | 98.70% | 98.70% |
| 19/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,590 CHF | 106,197 CHF | 96.39% | 96.39% |
| 18/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,508 CHF | 106,503 CHF | 96.63% | 96.63% |
| 15/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,466 CHF | 106,155 CHF | 95.37% | 95.37% |
| 14/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,637 CHF | 101,879 CHF | 98.42% | 98.42% |
| 13/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 301,738 CHF | 101,579 CHF | 98.19% | 98.19% |
| 12/11/2024 | 0.94% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,499 CHF | 107,500 CHF | 98.94% | 98.94% |
| 11/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,690 CHF | 116,563 CHF | 97.87% | 97.87% |
| 08/11/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 314,236 CHF | 105,745 CHF | 98.84% | 98.84% |
| 07/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,816 CHF | 106,272 CHF | 98.30% | 98.30% |
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