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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 | 1.78% | 0.54 CHF | 0.55 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 417,377 CHF | 56,650 CHF | 96.57% | 96.57% |
| 19/11/2024 | 1.74% | 0.57 CHF | 0.59 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 427,639 CHF | 58,019 CHF | 97.44% | 97.44% |
| 18/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 441,382 CHF | 59,851 CHF | 92.51% | 92.51% |
| 15/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 455,821 CHF | 61,776 CHF | 97.24% | 97.24% |
| 14/11/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 447,494 CHF | 60,666 CHF | 98.36% | 98.36% |
| 13/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 418,139 CHF | 56,752 CHF | 93.00% | 93.00% |
| 12/11/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 437,295 CHF | 59,306 CHF | 96.35% | 96.35% |
| 11/11/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 456,463 CHF | 61,862 CHF | 91.04% | 91.04% |
| 08/11/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 451,902 CHF | 61,254 CHF | 92.19% | 92.19% |
| 07/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 457,547 CHF | 62,006 CHF | 98.70% | 98.70% |
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