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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 | 0.80% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 558,863 CHF | 187,788 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 519,573 CHF | 174,691 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 533,088 CHF | 179,196 CHF | 99.38% | 99.38% |
| 15/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 545,413 CHF | 183,304 CHF | 99.36% | 99.36% |
| 14/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 573,983 CHF | 192,828 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 559,120 CHF | 187,873 CHF | 99.38% | 99.38% |
| 12/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 552,798 CHF | 185,766 CHF | 99.15% | 99.15% |
| 11/11/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 580,979 CHF | 195,160 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 547,019 CHF | 183,840 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 546,771 CHF | 183,757 CHF | 98.58% | 98.58% |
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