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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% | 1.66 CHF | 1.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 464,648 CHF | 467,148 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.64% | 1.69 CHF | 1.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 391,519 CHF | 394,019 CHF | 86.95% | 86.95% |
| 18/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 495,480 CHF | 497,980 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 525,417 CHF | 527,917 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 526,796 CHF | 529,296 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.60% | 1.60 CHF | 1.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 419,160 CHF | 421,660 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.47% | 1.72 CHF | 1.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 533,285 CHF | 535,785 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 644,227 CHF | 646,727 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 527,495 CHF | 529,995 CHF | 90.07% | 90.07% |
| 07/11/2024 | 0.44% | 2.43 CHF | 2.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 573,156 CHF | 575,656 CHF | 96.33% | 96.33% |
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