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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 | 0.95% | 1.08 CHF | 1.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 629,471 CHF | 211,824 CHF | 99.35% | 99.35% |
| 19/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 624,845 CHF | 210,282 CHF | 96.66% | 96.66% |
| 18/11/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 641,999 CHF | 216,000 CHF | 97.32% | 97.32% |
| 15/11/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 568,796 CHF | 191,599 CHF | 96.53% | 96.53% |
| 14/11/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 526,970 CHF | 177,657 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 632,410 CHF | 212,803 CHF | 98.84% | 98.84% |
| 12/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 604,363 CHF | 203,454 CHF | 99.37% | 99.37% |
| 11/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 616,103 CHF | 207,368 CHF | 99.36% | 99.36% |
| 08/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 642,850 CHF | 216,283 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 650,426 CHF | 218,809 CHF | 98.64% | 98.64% |
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