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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 | 0.54% | 1.98 CHF | 1.99 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 558,425 CHF | 561,425 CHF | 97.89% | 97.89% |
| 19/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 597,965 CHF | 600,965 CHF | 99.83% | 99.83% |
| 18/11/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 545,482 CHF | 548,482 CHF | 98.78% | 98.78% |
| 15/11/2024 | 0.58% | 1.82 CHF | 1.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 511,916 CHF | 514,916 CHF | 99.92% | 99.92% |
| 14/11/2024 | 0.64% | 1.44 CHF | 1.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 472,353 CHF | 475,353 CHF | 98.26% | 98.26% |
| 13/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 505,362 CHF | 508,362 CHF | 99.60% | 99.60% |
| 12/11/2024 | 0.69% | 1.64 CHF | 1.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 435,087 CHF | 438,087 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 355,418 CHF | 358,418 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 416,039 CHF | 419,039 CHF | 84.82% | 84.82% |
| 07/11/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 339,143 CHF | 342,143 CHF | 100.00% | 100.00% |
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