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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,848 CHF | 81,283 CHF | 95.77% | 95.77% |
| 22/11/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,613 CHF | 77,871 CHF | 97.99% | 97.99% |
| 20/11/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,813 CHF | 71,605 CHF | 97.81% | 97.81% |
| 19/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 220,155 CHF | 74,385 CHF | 94.33% | 94.33% |
| 18/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,328 CHF | 78,109 CHF | 94.49% | 94.49% |
| 15/11/2024 | 1.30% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 229,790 CHF | 77,597 CHF | 96.45% | 96.45% |
| 14/11/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,483 CHF | 76,828 CHF | 97.74% | 97.74% |
| 13/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,447 CHF | 78,149 CHF | 94.99% | 94.99% |
| 12/11/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,261 CHF | 82,087 CHF | 96.32% | 96.32% |
| 11/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,930 CHF | 83,977 CHF | 97.80% | 97.80% |
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