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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 | 0.97% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 306,350 CHF | 103,117 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,551 CHF | 102,184 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 291,562 CHF | 98,187 CHF | 99.38% | 99.38% |
| 15/11/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,056 CHF | 94,352 CHF | 99.36% | 99.36% |
| 14/11/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,314 CHF | 109,771 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,716 CHF | 107,572 CHF | 99.38% | 99.38% |
| 12/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,909 CHF | 107,970 CHF | 99.13% | 99.13% |
| 11/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 330,680 CHF | 111,227 CHF | 99.37% | 99.37% |
| 08/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,544 CHF | 109,515 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 312,519 CHF | 105,173 CHF | 98.58% | 98.58% |
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