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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 | 0.70% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 640,956 CHF | 215,152 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 602,989 CHF | 202,496 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 616,071 CHF | 206,857 CHF | 99.38% | 99.38% |
| 15/11/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 629,852 CHF | 211,451 CHF | 99.36% | 99.36% |
| 14/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 656,857 CHF | 220,452 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 644,625 CHF | 216,375 CHF | 99.38% | 99.38% |
| 12/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 643,362 CHF | 215,954 CHF | 99.15% | 99.15% |
| 11/11/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 668,362 CHF | 224,287 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 630,440 CHF | 211,647 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 629,325 CHF | 211,275 CHF | 98.58% | 98.58% |
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