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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 125,135 CHF | 38,291 CHF | 99.37% | 99.37% |
| 22/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 122,665 CHF | 37,550 CHF | 99.37% | 99.37% |
| 20/11/2024 | 2.30% | 0.40 CHF | 0.41 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 107,615 CHF | 33,035 CHF | 99.38% | 99.38% |
| 19/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 99,918 CHF | 30,726 CHF | 99.38% | 99.38% |
| 18/11/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 100,046 CHF | 30,764 CHF | 97.61% | 97.61% |
| 15/11/2024 | 2.33% | 0.39 CHF | 0.40 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 106,258 CHF | 32,627 CHF | 99.38% | 99.38% |
| 14/11/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 113,752 CHF | 34,876 CHF | 99.37% | 99.37% |
| 13/11/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 114,648 CHF | 35,144 CHF | 96.38% | 96.38% |
| 12/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 118,118 CHF | 36,185 CHF | 96.78% | 96.78% |
| 11/11/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 122,302 CHF | 37,441 CHF | 99.38% | 99.38% |
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