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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 | 1.09% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 273,191 CHF | 92,064 CHF | 99.20% | 99.20% |
| 19/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 266,932 CHF | 89,977 CHF | 96.30% | 96.30% |
| 18/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 270,508 CHF | 91,169 CHF | 97.22% | 97.22% |
| 15/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,175 CHF | 93,392 CHF | 95.37% | 95.37% |
| 14/11/2024 | 0.92% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,955 CHF | 109,652 CHF | 99.48% | 99.48% |
| 13/11/2024 | 0.93% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,516 CHF | 108,172 CHF | 99.07% | 99.07% |
| 12/11/2024 | 0.91% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 329,307 CHF | 110,769 CHF | 99.37% | 99.37% |
| 11/11/2024 | 0.86% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,546 CHF | 116,515 CHF | 96.30% | 96.30% |
| 08/11/2024 | 1.03% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 288,882 CHF | 97,294 CHF | 96.76% | 96.76% |
| 07/11/2024 | 0.98% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 305,940 CHF | 102,980 CHF | 98.59% | 98.59% |
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