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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 | 0.63% | 1.61 CHF | 1.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 354,726 CHF | 118,992 CHF | 99.20% | 99.20% |
| 19/11/2024 | 0.64% | 1.68 CHF | 1.69 CHF | 225,000 | 75,000 | 224,999 | 74,998 | 353,163 CHF | 118,469 CHF | 95.18% | 95.18% |
| 18/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 329,609 CHF | 110,620 CHF | 99.06% | 99.06% |
| 15/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 327,772 CHF | 110,007 CHF | 99.52% | 99.52% |
| 14/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 349,030 CHF | 117,093 CHF | 97.05% | 97.05% |
| 13/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 340,085 CHF | 114,112 CHF | 96.91% | 96.91% |
| 12/11/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 326,524 CHF | 109,591 CHF | 99.58% | 99.58% |
| 11/11/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 335,308 CHF | 112,519 CHF | 97.93% | 97.93% |
| 08/11/2024 | 0.70% | 1.50 CHF | 1.51 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 319,077 CHF | 107,109 CHF | 99.58% | 99.58% |
| 07/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 310,324 CHF | 104,191 CHF | 98.78% | 98.78% |
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