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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 | 0.79% | 1.44 CHF | 1.45 CHF | 250,000 | 250,000 | 249,998 | 249,999 | 315,419 CHF | 317,919 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.65% | 1.43 CHF | 1.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 384,508 CHF | 387,008 CHF | 86.95% | 86.95% |
| 18/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 287,845 CHF | 290,345 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.95% | 1.11 CHF | 1.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 261,552 CHF | 264,052 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 0.99 CHF | 1.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 259,690 CHF | 262,190 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.70% | 1.51 CHF | 1.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 361,373 CHF | 363,873 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 1.40 CHF | 1.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 253,727 CHF | 256,227 CHF | 99.98% | 99.98% |
| 11/11/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 152,941 CHF | 155,441 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 261,702 CHF | 264,202 CHF | 90.07% | 90.07% |
| 07/11/2024 | 1.13% | 0.77 CHF | 0.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 223,567 CHF | 226,067 CHF | 96.18% | 96.18% |
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