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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 | 0.72% | 1.33 CHF | 1.34 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 416,900 CHF | 104,975 CHF | 99.17% | 99.17% |
| 19/11/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 412,431 CHF | 103,858 CHF | 99.16% | 99.16% |
| 18/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 388,324 CHF | 97,831 CHF | 99.22% | 99.22% |
| 15/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 388,575 CHF | 97,894 CHF | 99.16% | 99.16% |
| 14/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 387,492 CHF | 97,623 CHF | 99.15% | 99.15% |
| 13/11/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 374,816 CHF | 94,454 CHF | 99.16% | 99.16% |
| 12/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 389,832 CHF | 98,208 CHF | 99.16% | 99.16% |
| 11/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 378,029 CHF | 95,257 CHF | 99.16% | 99.16% |
| 08/11/2024 | 0.85% | 1.23 CHF | 1.24 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 353,098 CHF | 89,024 CHF | 99.17% | 99.17% |
| 07/11/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 350,404 CHF | 88,351 CHF | 98.18% | 98.18% |
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