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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 | 1.27% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 351,832 CHF | 118,777 CHF | 99.36% | 99.36% |
| 19/11/2024 | 1.21% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 370,779 CHF | 125,093 CHF | 98.00% | 98.00% |
| 18/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 403,650 CHF | 136,050 CHF | 97.62% | 97.62% |
| 15/11/2024 | 1.13% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 397,566 CHF | 134,022 CHF | 96.95% | 96.95% |
| 14/11/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 302,206 CHF | 102,235 CHF | 99.36% | 99.36% |
| 13/11/2024 | 1.30% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 343,128 CHF | 115,876 CHF | 94.74% | 94.74% |
| 12/11/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,487 CHF | 113,662 CHF | 96.73% | 96.73% |
| 11/11/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,306 CHF | 107,269 CHF | 99.35% | 99.35% |
| 08/11/2024 | 1.46% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,262 CHF | 103,254 CHF | 90.94% | 90.94% |
| 07/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,654 CHF | 115,718 CHF | 97.40% | 97.40% |
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