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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 | 0.58% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 768,404 CHF | 257,635 CHF | 99.36% | 99.36% |
| 19/11/2024 | 0.63% | 1.73 CHF | 1.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 717,083 CHF | 240,528 CHF | 98.00% | 98.00% |
| 18/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 644,181 CHF | 216,227 CHF | 97.08% | 97.08% |
| 15/11/2024 | 0.68% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 661,974 CHF | 222,158 CHF | 96.95% | 96.95% |
| 14/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 902,367 CHF | 302,289 CHF | 99.35% | 99.35% |
| 13/11/2024 | 0.57% | 1.93 CHF | 1.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 788,320 CHF | 264,273 CHF | 94.85% | 94.85% |
| 12/11/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 803,895 CHF | 269,465 CHF | 96.87% | 96.87% |
| 11/11/2024 | 0.53% | 1.81 CHF | 1.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 847,739 CHF | 284,080 CHF | 99.35% | 99.35% |
| 08/11/2024 | 0.52% | 2.03 CHF | 2.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 865,253 CHF | 289,918 CHF | 89.82% | 89.82% |
| 07/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 777,318 CHF | 260,606 CHF | 97.42% | 97.42% |
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