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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 | 0.86% | 1.13 CHF | 1.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 863,674 CHF | 290,391 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 829,209 CHF | 278,903 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 828,417 CHF | 278,639 CHF | 99.25% | 99.25% |
| 15/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 794,024 CHF | 267,175 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 758,629 CHF | 255,376 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 757,938 CHF | 255,146 CHF | 99.37% | 99.37% |
| 12/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 783,231 CHF | 263,577 CHF | 99.37% | 99.37% |
| 11/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 816,983 CHF | 274,828 CHF | 99.37% | 99.37% |
| 08/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 781,409 CHF | 262,970 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 800,395 CHF | 269,298 CHF | 98.36% | 98.36% |
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