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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 | 0.87% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 341,858 CHF | 114,953 CHF | 97.98% | 97.98% |
| 19/11/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 337,624 CHF | 113,541 CHF | 87.56% | 87.56% |
| 18/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,283 CHF | 119,761 CHF | 96.24% | 96.24% |
| 15/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 358,628 CHF | 120,543 CHF | 96.59% | 96.59% |
| 14/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 369,664 CHF | 124,221 CHF | 90.90% | 90.90% |
| 13/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,372 CHF | 122,457 CHF | 83.95% | 83.95% |
| 12/11/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 400,855 CHF | 134,618 CHF | 99.34% | 99.34% |
| 11/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 407,752 CHF | 136,917 CHF | 96.66% | 96.66% |
| 08/11/2024 | 0.69% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 272,879 | 90,960 | 391,796 CHF | 131,508 CHF | 99.34% | 99.34% |
| 07/11/2024 | 0.61% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 490,192 CHF | 164,397 CHF | 69.11% | 69.11% |
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