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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 | 2.19% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,475 CHF | 69,325 CHF | 98.93% | 98.93% |
| 19/11/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 199,107 CHF | 67,869 CHF | 95.77% | 95.77% |
| 18/11/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,088 CHF | 92,863 CHF | 96.95% | 96.95% |
| 15/11/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,439 CHF | 101,980 CHF | 94.77% | 94.77% |
| 14/11/2024 | 1.33% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,220 CHF | 113,573 CHF | 98.56% | 98.56% |
| 13/11/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 215,592 CHF | 73,364 CHF | 98.29% | 98.29% |
| 12/11/2024 | 1.79% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,804 CHF | 84,768 CHF | 98.33% | 98.33% |
| 11/11/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,087 CHF | 99,862 CHF | 98.73% | 98.73% |
| 08/11/2024 | 1.62% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 275,745 CHF | 93,415 CHF | 97.70% | 97.70% |
| 07/11/2024 | 1.52% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 294,272 CHF | 99,591 CHF | 98.15% | 98.15% |
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