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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 | 3.34% | 0.28 CHF | 0.29 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 177,293 CHF | 22,912 CHF | 99.17% | 99.17% |
| 19/11/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 191,156 CHF | 24,645 CHF | 99.16% | 99.16% |
| 18/11/2024 | 3.29% | 0.32 CHF | 0.33 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 179,305 CHF | 23,163 CHF | 99.23% | 99.23% |
| 15/11/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 160,741 CHF | 20,843 CHF | 99.17% | 99.17% |
| 14/11/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 168,315 CHF | 21,789 CHF | 99.16% | 99.16% |
| 13/11/2024 | 4.64% | 0.20 CHF | 0.21 CHF | 750,000 | 75,000 | 627,483 | 75,000 | 131,867 CHF | 16,566 CHF | 99.16% | 99.16% |
| 12/11/2024 | 4.27% | 0.22 CHF | 0.23 CHF | 600,000 | 75,000 | 601,343 | 75,000 | 138,220 CHF | 17,994 CHF | 99.16% | 99.16% |
| 11/11/2024 | 2.80% | 0.29 CHF | 0.30 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 213,923 CHF | 27,490 CHF | 99.17% | 99.17% |
| 08/11/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 251,176 CHF | 32,147 CHF | 99.17% | 99.17% |
| 07/11/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 254,192 CHF | 32,524 CHF | 98.27% | 98.27% |
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