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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 | 1.17% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 383,035 CHF | 129,178 CHF | 98.93% | 98.93% |
| 19/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 372,730 CHF | 125,743 CHF | 90.22% | 90.22% |
| 18/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 416,205 CHF | 140,235 CHF | 97.07% | 97.07% |
| 15/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,466 CHF | 145,655 CHF | 98.34% | 98.34% |
| 14/11/2024 | 1.05% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,211 CHF | 143,904 CHF | 98.91% | 98.91% |
| 13/11/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,877 CHF | 138,126 CHF | 96.58% | 96.58% |
| 12/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 457,117 CHF | 153,872 CHF | 94.06% | 94.06% |
| 11/11/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 410,008 CHF | 138,169 CHF | 97.90% | 97.90% |
| 08/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,457 CHF | 123,986 CHF | 93.09% | 93.09% |
| 07/11/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 381,054 CHF | 128,518 CHF | 98.20% | 98.20% |
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