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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 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 464,199 CHF | 156,233 CHF | 98.95% | 98.95% |
| 19/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 474,055 CHF | 159,518 CHF | 90.20% | 90.20% |
| 18/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 433,506 CHF | 146,002 CHF | 97.17% | 97.17% |
| 15/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 419,774 CHF | 141,425 CHF | 98.33% | 98.33% |
| 14/11/2024 | 1.06% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 423,925 CHF | 142,808 CHF | 98.90% | 98.90% |
| 13/11/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 441,502 CHF | 148,667 CHF | 96.40% | 96.40% |
| 12/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 393,867 CHF | 132,789 CHF | 94.04% | 94.04% |
| 11/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 442,381 CHF | 148,960 CHF | 97.90% | 97.90% |
| 08/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 487,283 CHF | 163,928 CHF | 93.09% | 93.09% |
| 07/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 476,710 CHF | 160,404 CHF | 98.18% | 98.18% |
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