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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 | 0.52% | 1.95 CHF | 1.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 575,077 CHF | 192,692 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.52% | 1.98 CHF | 1.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 570,711 CHF | 191,237 CHF | 96.93% | 96.93% |
| 18/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 547,394 CHF | 183,465 CHF | 95.44% | 95.44% |
| 15/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 546,812 CHF | 183,271 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 567,080 CHF | 190,027 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 556,850 CHF | 186,617 CHF | 92.33% | 92.33% |
| 12/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 543,760 CHF | 182,253 CHF | 96.92% | 96.92% |
| 11/11/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 551,380 CHF | 184,793 CHF | 97.55% | 97.55% |
| 08/11/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 533,250 CHF | 178,750 CHF | 93.16% | 93.16% |
| 07/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 524,956 CHF | 175,985 CHF | 98.69% | 98.69% |
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