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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.66% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 676,335 CHF | 226,945 CHF | 99.37% | 99.37% |
| 20/11/2024 | 0.68% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 657,734 CHF | 220,745 CHF | 99.35% | 99.35% |
| 19/11/2024 | 0.65% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 695,666 CHF | 233,389 CHF | 98.84% | 98.84% |
| 18/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 660,996 CHF | 221,832 CHF | 96.36% | 96.36% |
| 15/11/2024 | 0.52% | 1.81 CHF | 1.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 855,884 CHF | 286,795 CHF | 95.55% | 95.55% |
| 14/11/2024 | 0.59% | 1.81 CHF | 1.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 759,932 CHF | 254,811 CHF | 99.35% | 99.35% |
| 13/11/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 149,998 | 708,316 CHF | 237,602 CHF | 88.75% | 88.75% |
| 12/11/2024 | 0.71% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 638,925 CHF | 214,475 CHF | 87.01% | 87.01% |
| 11/11/2024 | 0.68% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 449,951 | 149,950 | 660,221 CHF | 221,526 CHF | 89.70% | 89.70% |
| 08/11/2024 | 0.49% | 1.82 CHF | 1.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 910,272 CHF | 304,924 CHF | 90.37% | 90.37% |
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