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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 | 1.58% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,644 CHF | 96,048 CHF | 98.94% | 98.94% |
| 19/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 273,419 CHF | 92,640 CHF | 90.21% | 90.21% |
| 18/11/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,550 CHF | 107,017 CHF | 96.48% | 96.48% |
| 15/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 332,554 CHF | 112,351 CHF | 98.34% | 98.34% |
| 14/11/2024 | 1.37% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,542 CHF | 110,681 CHF | 98.90% | 98.90% |
| 13/11/2024 | 1.44% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,211 CHF | 104,904 CHF | 96.41% | 96.41% |
| 12/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,587 CHF | 120,696 CHF | 94.04% | 94.04% |
| 11/11/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,419 CHF | 104,973 CHF | 97.90% | 97.90% |
| 08/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 267,644 CHF | 90,715 CHF | 93.09% | 93.09% |
| 07/11/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,841 CHF | 95,114 CHF | 98.20% | 98.20% |
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