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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 | 0.69% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 240,075 | 80,025 | 345,422 CHF | 115,941 CHF | 99.25% | 99.25% |
| 19/11/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 299,763 | 99,921 | 401,923 CHF | 134,973 CHF | 88.73% | 88.73% |
| 18/11/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 393,696 CHF | 132,232 CHF | 97.52% | 97.52% |
| 15/11/2024 | 0.74% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 403,003 CHF | 135,334 CHF | 96.59% | 96.59% |
| 14/11/2024 | 0.67% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 229,893 | 76,631 | 342,331 CHF | 114,877 CHF | 99.24% | 99.24% |
| 13/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 349,826 CHF | 117,359 CHF | 99.27% | 99.27% |
| 12/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 344,503 CHF | 115,584 CHF | 99.30% | 99.30% |
| 11/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 335,706 CHF | 112,652 CHF | 99.22% | 99.22% |
| 08/11/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 340,832 CHF | 114,361 CHF | 99.22% | 99.22% |
| 07/11/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 434,405 CHF | 145,802 CHF | 98.57% | 98.57% |
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