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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 | 1.28% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,041 CHF | 117,514 CHF | 97.87% | 97.87% |
| 19/11/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,214 CHF | 115,571 CHF | 90.40% | 90.40% |
| 18/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,432 CHF | 117,644 CHF | 94.70% | 94.70% |
| 15/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,320 CHF | 114,607 CHF | 97.47% | 97.47% |
| 14/11/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,778 CHF | 107,759 CHF | 97.95% | 97.95% |
| 13/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,177 CHF | 104,559 CHF | 96.10% | 96.10% |
| 12/11/2024 | 1.32% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,688 CHF | 114,729 CHF | 94.83% | 94.83% |
| 11/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,277 CHF | 112,926 CHF | 98.75% | 98.75% |
| 08/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,317 CHF | 110,606 CHF | 98.45% | 98.45% |
| 07/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,949 CHF | 124,150 CHF | 98.18% | 98.18% |
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