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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 | 1.33% | 0.77 CHF | 0.78 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 186,151 CHF | 56,595 CHF | 99.41% | 99.41% |
| 19/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 187,204 CHF | 56,911 CHF | 99.41% | 99.41% |
| 18/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 176,928 CHF | 53,828 CHF | 97.60% | 97.60% |
| 15/11/2024 | 1.54% | 0.72 CHF | 0.73 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 161,231 CHF | 49,119 CHF | 99.41% | 99.41% |
| 14/11/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 160,773 CHF | 48,982 CHF | 99.41% | 99.41% |
| 13/11/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 157,590 CHF | 48,027 CHF | 96.99% | 96.99% |
| 12/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 147,613 CHF | 45,034 CHF | 96.77% | 96.77% |
| 11/11/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 152,027 CHF | 46,358 CHF | 99.42% | 99.42% |
| 08/11/2024 | 1.51% | 0.60 CHF | 0.61 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 164,401 CHF | 50,070 CHF | 90.76% | 90.76% |
| 07/11/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 167,346 CHF | 50,954 CHF | 98.69% | 98.69% |
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