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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 | 1.03% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,680 CHF | 145,727 CHF | 98.74% | 98.74% |
| 19/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 446,897 CHF | 150,466 CHF | 99.19% | 99.19% |
| 18/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,523 CHF | 148,008 CHF | 96.25% | 96.25% |
| 15/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 444,995 CHF | 149,832 CHF | 99.20% | 99.20% |
| 14/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 450,912 CHF | 151,804 CHF | 98.43% | 98.43% |
| 13/11/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,152 CHF | 150,884 CHF | 96.59% | 96.59% |
| 12/11/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,209 CHF | 144,570 CHF | 96.57% | 96.57% |
| 11/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 422,665 CHF | 142,388 CHF | 98.80% | 98.80% |
| 08/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,254 CHF | 143,584 CHF | 99.06% | 99.06% |
| 07/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 418,075 CHF | 140,858 CHF | 98.63% | 98.63% |
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