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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 | 1.11% | 0.91 CHF | 0.92 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 670,448 CHF | 90,393 CHF | 96.58% | 96.58% |
| 19/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 659,388 CHF | 88,918 CHF | 97.44% | 97.44% |
| 18/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 648,984 CHF | 87,531 CHF | 92.51% | 92.51% |
| 15/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 638,495 CHF | 86,133 CHF | 97.24% | 97.24% |
| 14/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 645,514 CHF | 87,069 CHF | 98.36% | 98.36% |
| 13/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 675,148 CHF | 91,020 CHF | 93.06% | 93.06% |
| 12/11/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 655,641 CHF | 88,419 CHF | 96.28% | 96.28% |
| 11/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 638,141 CHF | 86,086 CHF | 91.02% | 91.02% |
| 08/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 646,120 CHF | 87,149 CHF | 92.19% | 92.19% |
| 07/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 644,576 CHF | 86,944 CHF | 98.68% | 98.68% |
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