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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 | 1.07% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,121 CHF | 93,707 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,463 CHF | 91,821 CHF | 98.25% | 98.25% |
| 18/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,427 CHF | 92,476 CHF | 97.57% | 97.57% |
| 15/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,381 CHF | 94,794 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.90% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 333,416 CHF | 112,139 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.91% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 328,295 CHF | 110,432 CHF | 96.85% | 96.85% |
| 12/11/2024 | 0.89% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 335,233 CHF | 112,744 CHF | 96.78% | 96.78% |
| 11/11/2024 | 0.85% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 352,473 CHF | 118,491 CHF | 99.34% | 99.34% |
| 08/11/2024 | 1.02% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 293,602 CHF | 98,867 CHF | 96.75% | 96.75% |
| 07/11/2024 | 0.97% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 308,769 CHF | 103,923 CHF | 97.66% | 97.66% |
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