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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 | 0.85% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 350,362 CHF | 117,787 CHF | 98.69% | 98.69% |
| 19/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 349,355 CHF | 117,452 CHF | 98.63% | 98.63% |
| 18/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,703 CHF | 109,568 CHF | 98.68% | 98.68% |
| 15/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 337,082 CHF | 113,361 CHF | 98.27% | 98.27% |
| 14/11/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 362,271 CHF | 121,757 CHF | 97.76% | 97.76% |
| 13/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 383,068 CHF | 128,689 CHF | 98.91% | 98.91% |
| 12/11/2024 | 0.87% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 344,072 CHF | 115,691 CHF | 98.29% | 98.29% |
| 11/11/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 349,648 CHF | 117,549 CHF | 98.95% | 98.95% |
| 08/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 353,900 CHF | 118,967 CHF | 97.94% | 97.94% |
| 07/11/2024 | 0.92% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 324,275 CHF | 109,092 CHF | 98.02% | 98.02% |
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