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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 | 1.63% | 0.61 CHF | 0.62 CHF | 419,000 | 419,000 | 419,000 | 419,000 | 255,195 CHF | 259,385 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 419,000 | 419,000 | 419,000 | 419,000 | 258,048 CHF | 262,238 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 419,000 | 419,000 | 419,000 | 419,000 | 253,651 CHF | 257,841 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 419,000 | 419,000 | 419,000 | 419,000 | 254,913 CHF | 259,103 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 419,000 | 419,000 | 423,251 | 423,251 | 267,983 CHF | 272,216 CHF | 99.34% | 99.34% |
| 13/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 442,000 | 442,000 | 442,000 | 442,000 | 290,576 CHF | 294,996 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 442,000 | 442,000 | 423,457 | 423,457 | 269,757 CHF | 273,991 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 419,000 | 419,000 | 419,000 | 419,000 | 257,204 CHF | 261,394 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 419,000 | 419,000 | 418,976 | 418,976 | 257,911 CHF | 262,101 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 396,000 | 396,000 | 399,588 | 399,588 | 238,953 CHF | 242,948 CHF | 100.00% | 100.00% |
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