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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 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,902 CHF | 117,134 CHF | 98.74% | 98.74% |
| 19/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,296 CHF | 121,932 CHF | 99.18% | 99.18% |
| 18/11/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 353,486 CHF | 119,329 CHF | 96.32% | 96.32% |
| 15/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,819 CHF | 121,106 CHF | 99.20% | 99.20% |
| 14/11/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,800 CHF | 123,100 CHF | 98.43% | 98.43% |
| 13/11/2024 | 1.24% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 362,071 CHF | 122,190 CHF | 96.76% | 96.76% |
| 12/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 343,316 CHF | 115,939 CHF | 96.65% | 96.65% |
| 11/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,568 CHF | 113,689 CHF | 98.80% | 98.80% |
| 08/11/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,930 CHF | 114,810 CHF | 99.06% | 99.06% |
| 07/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 331,266 CHF | 111,922 CHF | 98.63% | 98.63% |
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