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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 | 0.72% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 626,625 CHF | 210,375 CHF | 99.34% | 99.34% |
| 19/11/2024 | 0.78% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 575,666 CHF | 193,389 CHF | 98.00% | 98.00% |
| 18/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 502,291 CHF | 168,930 CHF | 96.92% | 96.92% |
| 15/11/2024 | 0.87% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 520,090 CHF | 174,863 CHF | 96.95% | 96.95% |
| 14/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 760,149 CHF | 254,883 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.69% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 646,774 CHF | 217,091 CHF | 94.76% | 94.76% |
| 12/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 662,891 CHF | 222,464 CHF | 96.80% | 96.80% |
| 11/11/2024 | 0.63% | 1.50 CHF | 1.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 706,955 CHF | 237,152 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.62% | 1.72 CHF | 1.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 726,467 CHF | 243,656 CHF | 90.70% | 90.70% |
| 07/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 637,697 CHF | 214,066 CHF | 97.42% | 97.42% |
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