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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 | 1.50% | 0.77 CHF | 0.78 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 179,009 CHF | 40,380 CHF | 98.68% | 98.68% |
| 19/11/2024 | 1.43% | 0.82 CHF | 0.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 187,883 CHF | 63,528 CHF | 99.38% | 99.38% |
| 18/11/2024 | 1.35% | 0.91 CHF | 0.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 199,318 CHF | 67,339 CHF | 99.26% | 99.26% |
| 15/11/2024 | 1.41% | 0.85 CHF | 0.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 189,843 CHF | 64,181 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.39% | 0.87 CHF | 0.88 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 192,439 CHF | 65,046 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.47% | 0.82 CHF | 0.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 182,210 CHF | 61,637 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.40% | 0.83 CHF | 0.84 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 191,288 CHF | 64,663 CHF | 99.38% | 99.38% |
| 11/11/2024 | 1.39% | 0.91 CHF | 0.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 192,764 CHF | 65,155 CHF | 99.38% | 99.38% |
| 08/11/2024 | 1.50% | 0.82 CHF | 0.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 179,249 CHF | 60,650 CHF | 99.37% | 99.37% |
| 07/11/2024 | 1.37% | 0.85 CHF | 0.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 195,979 CHF | 66,226 CHF | 98.37% | 98.37% |
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