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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 | 1.82% | 0.54 CHF | 0.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 163,109 CHF | 166,109 CHF | 99.49% | 99.49% |
| 19/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 163,974 CHF | 166,974 CHF | 99.36% | 99.36% |
| 18/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 63,833 CHF | 65,083 CHF | 99.27% | 99.27% |
| 15/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 65,879 CHF | 67,129 CHF | 98.34% | 98.34% |
| 14/11/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 61,505 CHF | 62,755 CHF | 99.48% | 99.48% |
| 13/11/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 63,265 CHF | 64,515 CHF | 99.23% | 99.23% |
| 12/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 63,031 CHF | 64,281 CHF | 99.16% | 99.16% |
| 11/11/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 67,408 CHF | 68,658 CHF | 98.90% | 98.90% |
| 08/11/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 73,328 CHF | 74,578 CHF | 99.47% | 99.47% |
| 07/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 72,936 CHF | 74,186 CHF | 99.35% | 99.35% |
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