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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 | 2.30% | 0.43 CHF | 0.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 96,641 CHF | 32,964 CHF | 99.37% | 99.37% |
| 19/11/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 92,307 CHF | 31,519 CHF | 99.38% | 99.38% |
| 18/11/2024 | 2.31% | 0.45 CHF | 0.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 96,387 CHF | 32,879 CHF | 99.25% | 99.25% |
| 15/11/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 87,773 CHF | 30,008 CHF | 99.38% | 99.38% |
| 14/11/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 81,613 CHF | 27,954 CHF | 99.38% | 99.38% |
| 13/11/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 75,511 CHF | 25,920 CHF | 99.37% | 99.37% |
| 12/11/2024 | 2.72% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 81,785 CHF | 28,012 CHF | 99.38% | 99.38% |
| 11/11/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 83,692 CHF | 28,647 CHF | 99.38% | 99.38% |
| 08/11/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 88,467 CHF | 30,239 CHF | 99.38% | 99.38% |
| 07/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 87,496 CHF | 29,915 CHF | 98.38% | 98.38% |
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