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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% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 394,975 CHF | 132,658 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.75% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 397,071 CHF | 133,357 CHF | 96.90% | 96.90% |
| 18/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 424,911 CHF | 142,637 CHF | 95.42% | 95.42% |
| 15/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 427,711 CHF | 143,570 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 408,647 CHF | 137,216 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 412,662 CHF | 138,554 CHF | 92.30% | 92.30% |
| 12/11/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 424,551 CHF | 142,517 CHF | 96.98% | 96.98% |
| 11/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 413,793 CHF | 138,931 CHF | 97.54% | 97.54% |
| 08/11/2024 | 0.70% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 425,494 CHF | 142,831 CHF | 93.15% | 93.15% |
| 07/11/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 436,686 CHF | 146,562 CHF | 98.68% | 98.68% |
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