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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% | 1.41 CHF | 1.42 CHF | 750,000 | 100,000 | 740,841 | 100,000 | 1,060,040 CHF | 144,089 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 1,039,960 CHF | 139,662 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 1,037,410 CHF | 139,321 CHF | 99.26% | 99.26% |
| 15/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 999,382 CHF | 134,251 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 962,373 CHF | 129,316 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 962,468 CHF | 129,329 CHF | 99.37% | 99.37% |
| 12/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 989,255 CHF | 132,901 CHF | 99.37% | 99.37% |
| 11/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 1,024,800 CHF | 137,640 CHF | 99.37% | 99.37% |
| 08/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 985,992 CHF | 132,466 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 1,006,190 CHF | 135,159 CHF | 98.37% | 98.37% |
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