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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 | 0.79% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 570,179 CHF | 191,560 CHF | 98.80% | 98.80% |
| 19/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 584,435 CHF | 196,312 CHF | 98.88% | 98.88% |
| 18/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 619,981 CHF | 208,160 CHF | 98.62% | 98.62% |
| 15/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 631,331 CHF | 211,944 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.69% | 1.51 CHF | 1.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 648,148 CHF | 217,549 CHF | 83.77% | 98.54% |
| 13/11/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 631,670 CHF | 212,057 CHF | 99.31% | 99.31% |
| 12/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 627,167 CHF | 210,556 CHF | 99.09% | 99.31% |
| 11/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 594,285 CHF | 199,595 CHF | 98.69% | 98.69% |
| 08/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 564,566 CHF | 189,689 CHF | 99.36% | 99.36% |
| 07/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 765,908 CHF | 257,303 CHF | 97.73% | 97.73% |
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