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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 | 0.78% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 573,479 CHF | 192,660 CHF | 99.15% | 99.15% |
| 19/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 574,620 CHF | 193,040 CHF | 96.50% | 96.50% |
| 18/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 586,025 CHF | 196,842 CHF | 94.07% | 94.07% |
| 15/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 568,321 CHF | 190,940 CHF | 91.10% | 91.10% |
| 14/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 551,922 CHF | 185,474 CHF | 94.14% | 94.14% |
| 13/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 550,417 CHF | 184,972 CHF | 83.35% | 83.35% |
| 12/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 520,687 CHF | 175,062 CHF | 91.82% | 91.82% |
| 11/11/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 494,807 CHF | 166,436 CHF | 85.54% | 85.54% |
| 08/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 505,421 CHF | 169,974 CHF | 89.18% | 89.18% |
| 07/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 508,262 CHF | 170,921 CHF | 80.46% | 80.46% |
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