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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 | 1.27% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,151 CHF | 118,884 CHF | 98.75% | 98.75% |
| 19/11/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,199 CHF | 113,900 CHF | 99.19% | 99.19% |
| 18/11/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,090 CHF | 117,197 CHF | 96.25% | 96.25% |
| 15/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,224 CHF | 116,241 CHF | 99.19% | 99.19% |
| 14/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,212 CHF | 113,904 CHF | 98.43% | 98.43% |
| 13/11/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 340,264 CHF | 114,921 CHF | 96.58% | 96.58% |
| 12/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,656 CHF | 121,052 CHF | 96.53% | 96.53% |
| 11/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,710 CHF | 123,737 CHF | 98.80% | 98.80% |
| 08/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,192 CHF | 123,230 CHF | 99.06% | 99.06% |
| 07/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 376,516 CHF | 127,005 CHF | 98.65% | 98.65% |
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