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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 495,940 CHF | 166,313 CHF | 99.16% | 99.16% |
| 20/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 499,571 CHF | 167,524 CHF | 98.99% | 98.99% |
| 19/11/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 487,394 CHF | 163,465 CHF | 98.85% | 98.85% |
| 18/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 507,474 CHF | 170,158 CHF | 97.00% | 97.00% |
| 15/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 505,959 CHF | 169,653 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 471,340 CHF | 158,113 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 436,888 CHF | 146,629 CHF | 96.96% | 96.96% |
| 12/11/2024 | 0.64% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 464,133 CHF | 155,711 CHF | 96.83% | 96.83% |
| 11/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 498,565 CHF | 167,188 CHF | 98.50% | 98.50% |
| 08/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 500,827 CHF | 167,942 CHF | 93.37% | 93.37% |
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