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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 | 4.19% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 105,603 CHF | 36,701 CHF | 98.94% | 98.94% |
| 19/11/2024 | 4.66% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 95,485 CHF | 33,328 CHF | 90.20% | 90.20% |
| 18/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 138,133 CHF | 47,545 CHF | 97.15% | 97.15% |
| 15/11/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,037 CHF | 52,846 CHF | 98.34% | 98.34% |
| 14/11/2024 | 3.00% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,275 CHF | 51,258 CHF | 98.90% | 98.90% |
| 13/11/2024 | 3.39% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 131,985 CHF | 45,495 CHF | 96.41% | 96.41% |
| 12/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,341 CHF | 61,280 CHF | 93.99% | 93.99% |
| 11/11/2024 | 3.38% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 133,173 CHF | 45,891 CHF | 97.90% | 97.90% |
| 08/11/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 96,430 CHF | 33,643 CHF | 93.11% | 93.11% |
| 07/11/2024 | 4.17% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 105,731 CHF | 36,744 CHF | 98.18% | 98.18% |
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