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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 | 1.48% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 302,739 CHF | 102,413 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 311,317 CHF | 105,272 CHF | 98.91% | 98.91% |
| 18/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,963 CHF | 115,821 CHF | 97.66% | 97.66% |
| 15/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 338,494 CHF | 114,331 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 321,545 CHF | 108,682 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,253 CHF | 107,584 CHF | 96.85% | 96.85% |
| 12/11/2024 | 1.34% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,534 CHF | 112,678 CHF | 96.81% | 96.81% |
| 11/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 149,979 | 351,930 CHF | 118,794 CHF | 99.39% | 99.39% |
| 08/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,933 CHF | 109,478 CHF | 91.12% | 91.12% |
| 07/11/2024 | 1.31% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,328 CHF | 115,609 CHF | 98.70% | 98.70% |
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