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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 | 1.10% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,984 CHF | 91,661 CHF | 97.92% | 97.92% |
| 19/11/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,916 CHF | 90,305 CHF | 87.56% | 87.56% |
| 18/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,019 CHF | 96,006 CHF | 96.26% | 96.26% |
| 15/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,008 CHF | 96,669 CHF | 96.51% | 96.51% |
| 14/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 297,104 CHF | 100,035 CHF | 90.91% | 90.91% |
| 13/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,979 CHF | 98,660 CHF | 83.99% | 83.99% |
| 12/11/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,422 CHF | 109,807 CHF | 99.35% | 99.35% |
| 11/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 333,438 CHF | 112,146 CHF | 96.66% | 96.66% |
| 08/11/2024 | 0.84% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,082 CHF | 119,694 CHF | 99.35% | 99.35% |
| 07/11/2024 | 0.73% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 410,641 CHF | 137,880 CHF | 69.12% | 69.12% |
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