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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 | 1.65% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 269,805 CHF | 91,435 CHF | 98.75% | 98.75% |
| 19/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,293 CHF | 96,264 CHF | 99.19% | 99.19% |
| 18/11/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,349 CHF | 93,616 CHF | 96.20% | 96.20% |
| 15/11/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 281,411 CHF | 95,304 CHF | 99.20% | 99.20% |
| 14/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 287,537 CHF | 97,346 CHF | 98.43% | 98.43% |
| 13/11/2024 | 1.57% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,837 CHF | 96,446 CHF | 96.73% | 96.73% |
| 12/11/2024 | 1.68% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 266,064 CHF | 90,188 CHF | 96.66% | 96.66% |
| 11/11/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,215 CHF | 87,905 CHF | 98.80% | 98.80% |
| 08/11/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,313 CHF | 88,938 CHF | 99.06% | 99.06% |
| 07/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,552 CHF | 86,018 CHF | 98.65% | 98.65% |
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