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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 631,721 CHF | 212,574 CHF | 93.19% | 93.19% |
| 22/11/2024 | 1.11% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 537,317 CHF | 181,106 CHF | 93.74% | 93.74% |
| 20/11/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 581,269 CHF | 195,756 CHF | 89.44% | 89.44% |
| 19/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 551,863 CHF | 185,954 CHF | 90.49% | 90.49% |
| 18/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 568,347 CHF | 191,449 CHF | 88.90% | 88.90% |
| 15/11/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 612,125 CHF | 206,042 CHF | 86.19% | 86.19% |
| 14/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 616,277 CHF | 207,426 CHF | 89.16% | 89.16% |
| 13/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 612,295 CHF | 206,098 CHF | 83.39% | 83.39% |
| 12/11/2024 | 0.94% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 632,098 CHF | 212,699 CHF | 91.62% | 91.62% |
| 11/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 690,267 CHF | 232,089 CHF | 92.97% | 92.97% |
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