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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.69% | 0.65 CHF | 0.66 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 132,367 CHF | 44,872 CHF | 99.37% | 99.37% |
| 22/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 137,263 CHF | 46,504 CHF | 99.16% | 99.16% |
| 20/11/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 165,011 CHF | 55,754 CHF | 99.36% | 99.36% |
| 19/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 163,119 CHF | 55,123 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 170,593 CHF | 57,614 CHF | 99.22% | 99.22% |
| 15/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 182,180 CHF | 61,477 CHF | 98.94% | 98.94% |
| 14/11/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 174,442 CHF | 58,897 CHF | 99.38% | 99.38% |
| 13/11/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 176,479 CHF | 59,576 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 178,143 CHF | 60,131 CHF | 99.37% | 99.37% |
| 11/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 185,033 CHF | 62,428 CHF | 99.38% | 99.38% |
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