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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 | 1.10% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 270,994 CHF | 91,331 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.10% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 273,249 CHF | 92,083 CHF | 96.92% | 96.92% |
| 18/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,440 CHF | 101,147 CHF | 95.33% | 95.33% |
| 15/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,032 CHF | 102,011 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,841 CHF | 95,614 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 288,245 CHF | 97,082 CHF | 92.30% | 92.30% |
| 12/11/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,718 CHF | 101,239 CHF | 96.96% | 96.96% |
| 11/11/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 290,398 CHF | 97,799 CHF | 97.56% | 97.56% |
| 08/11/2024 | 0.98% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,235 CHF | 102,078 CHF | 93.15% | 93.15% |
| 07/11/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 313,862 CHF | 105,621 CHF | 98.70% | 98.70% |
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