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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 | 1.26% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,403 CHF | 79,801 CHF | 98.19% | 98.19% |
| 19/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 222,573 CHF | 75,191 CHF | 96.39% | 96.39% |
| 18/11/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 223,259 CHF | 75,420 CHF | 96.95% | 96.95% |
| 15/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 222,809 CHF | 75,270 CHF | 95.45% | 95.45% |
| 14/11/2024 | 1.41% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,267 CHF | 71,756 CHF | 98.45% | 98.45% |
| 13/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,531 CHF | 71,510 CHF | 98.20% | 98.20% |
| 12/11/2024 | 1.31% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,931 CHF | 76,977 CHF | 98.94% | 98.94% |
| 11/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,490 CHF | 85,497 CHF | 97.87% | 97.87% |
| 08/11/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 222,956 CHF | 75,319 CHF | 98.83% | 98.83% |
| 07/11/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,279 CHF | 75,760 CHF | 98.29% | 98.29% |
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