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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 | 0.94% | 1.07 CHF | 1.08 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 793,074 CHF | 106,743 CHF | 96.58% | 96.58% |
| 19/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 781,972 CHF | 105,263 CHF | 97.44% | 97.44% |
| 18/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 771,974 CHF | 103,930 CHF | 92.51% | 92.51% |
| 15/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 761,616 CHF | 102,549 CHF | 97.24% | 97.24% |
| 14/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 768,380 CHF | 103,451 CHF | 98.36% | 98.36% |
| 13/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 798,185 CHF | 107,425 CHF | 93.09% | 93.09% |
| 12/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 778,347 CHF | 104,780 CHF | 96.45% | 96.45% |
| 11/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 761,435 CHF | 102,525 CHF | 91.02% | 91.02% |
| 08/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 769,213 CHF | 103,562 CHF | 92.19% | 92.19% |
| 07/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 768,462 CHF | 103,462 CHF | 98.70% | 98.70% |
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