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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 | 0.53% | 1.92 CHF | 1.93 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 424,831 CHF | 142,360 CHF | 98.96% | 98.96% |
| 19/11/2024 | 0.53% | 1.98 CHF | 1.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 422,578 CHF | 141,609 CHF | 94.93% | 94.93% |
| 18/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 401,154 CHF | 134,468 CHF | 98.98% | 98.98% |
| 15/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 399,267 CHF | 133,839 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 418,572 CHF | 140,274 CHF | 98.22% | 98.22% |
| 13/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 410,393 CHF | 137,548 CHF | 96.91% | 96.91% |
| 12/11/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 397,248 CHF | 133,166 CHF | 97.85% | 97.85% |
| 11/11/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 404,574 CHF | 135,608 CHF | 98.31% | 98.31% |
| 08/11/2024 | 0.58% | 1.80 CHF | 1.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 388,937 CHF | 130,396 CHF | 95.89% | 95.89% |
| 07/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 225,000 | 75,000 | 281,132 | 93,711 | 475,017 CHF | 159,276 CHF | 98.61% | 98.61% |
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