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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 | 0.74% | 1.32 CHF | 1.33 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 1,007,990 CHF | 135,399 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 982,369 CHF | 131,982 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 969,896 CHF | 130,319 CHF | 99.26% | 99.26% |
| 15/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 934,304 CHF | 125,574 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 896,802 CHF | 120,574 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 897,254 CHF | 120,634 CHF | 99.37% | 99.37% |
| 12/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 923,067 CHF | 124,076 CHF | 99.37% | 99.37% |
| 11/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 956,948 CHF | 128,593 CHF | 99.37% | 99.37% |
| 08/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 919,953 CHF | 123,660 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 943,299 CHF | 126,773 CHF | 98.38% | 98.38% |
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