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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 | 1.13% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,703 CHF | 133,401 CHF | 99.41% | 99.41% |
| 19/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,290 CHF | 132,263 CHF | 99.42% | 99.42% |
| 18/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 403,349 CHF | 135,950 CHF | 97.72% | 97.72% |
| 15/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 413,822 CHF | 139,441 CHF | 99.43% | 99.43% |
| 14/11/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 415,115 CHF | 139,872 CHF | 99.40% | 99.40% |
| 13/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 408,575 CHF | 137,692 CHF | 96.97% | 96.97% |
| 12/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 423,755 CHF | 142,752 CHF | 96.86% | 96.86% |
| 11/11/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,393 CHF | 143,631 CHF | 99.43% | 99.43% |
| 08/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 442,061 CHF | 148,854 CHF | 99.36% | 99.36% |
| 07/11/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 477,799 CHF | 160,766 CHF | 98.67% | 98.67% |
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