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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 | 1.14% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 393,240 CHF | 132,580 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 401,676 CHF | 135,392 CHF | 98.89% | 98.89% |
| 18/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 433,466 CHF | 145,989 CHF | 97.66% | 97.66% |
| 15/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,292 CHF | 144,598 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 412,369 CHF | 138,956 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,032 CHF | 137,844 CHF | 96.96% | 96.96% |
| 12/11/2024 | 1.06% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,118 CHF | 142,873 CHF | 96.82% | 96.82% |
| 11/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 442,659 CHF | 149,053 CHF | 99.39% | 99.39% |
| 08/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 415,011 CHF | 139,837 CHF | 91.26% | 91.26% |
| 07/11/2024 | 1.03% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 433,693 CHF | 146,064 CHF | 98.67% | 98.67% |
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