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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 | 0.94% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 477,950 CHF | 160,817 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 440,670 CHF | 148,390 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 452,358 CHF | 152,286 CHF | 99.38% | 99.38% |
| 15/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 461,513 CHF | 155,338 CHF | 99.36% | 99.36% |
| 14/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 485,629 CHF | 163,376 CHF | 99.38% | 99.38% |
| 13/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 473,933 CHF | 159,478 CHF | 99.37% | 99.37% |
| 12/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 470,523 CHF | 158,341 CHF | 99.15% | 99.15% |
| 11/11/2024 | 0.90% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 495,874 CHF | 166,791 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 465,986 CHF | 156,829 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 466,007 CHF | 156,836 CHF | 98.58% | 98.58% |
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