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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 | 0.80% | 1.14 CHF | 1.15 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 376,318 CHF | 379,318 CHF | 97.89% | 97.89% |
| 19/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 336,714 CHF | 339,714 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.77% | 1.35 CHF | 1.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 389,336 CHF | 392,336 CHF | 98.77% | 98.77% |
| 15/11/2024 | 0.71% | 1.30 CHF | 1.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 422,880 CHF | 425,880 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.65% | 1.67 CHF | 1.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 462,696 CHF | 465,696 CHF | 98.26% | 98.26% |
| 13/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 429,503 CHF | 432,503 CHF | 99.60% | 99.60% |
| 12/11/2024 | 0.60% | 1.48 CHF | 1.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 500,158 CHF | 503,158 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 580,570 CHF | 583,570 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 519,298 CHF | 522,298 CHF | 84.82% | 84.82% |
| 07/11/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 597,226 CHF | 600,226 CHF | 100.00% | 100.00% |
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