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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 | 0.76% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 393,518 CHF | 132,173 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.77% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,486 CHF | 130,829 CHF | 96.92% | 96.92% |
| 18/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 365,504 CHF | 122,835 CHF | 95.26% | 95.26% |
| 15/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,590 CHF | 122,530 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 384,807 CHF | 129,269 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 375,442 CHF | 126,147 CHF | 92.31% | 92.31% |
| 12/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 362,836 CHF | 121,945 CHF | 96.96% | 96.96% |
| 11/11/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 371,241 CHF | 124,747 CHF | 97.55% | 97.55% |
| 08/11/2024 | 0.84% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,358 CHF | 119,119 CHF | 93.15% | 93.15% |
| 07/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 345,710 CHF | 116,237 CHF | 98.70% | 98.70% |
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