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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 | 2.13% | 0.53 CHF | 0.55 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 126,344 CHF | 28,677 CHF | 98.69% | 98.69% |
| 19/11/2024 | 1.99% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 134,687 CHF | 45,796 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.83% | 0.67 CHF | 0.68 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 145,867 CHF | 49,522 CHF | 99.25% | 99.25% |
| 15/11/2024 | 1.95% | 0.61 CHF | 0.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 137,168 CHF | 46,623 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.93% | 0.63 CHF | 0.64 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 138,900 CHF | 47,200 CHF | 99.37% | 99.37% |
| 13/11/2024 | 2.07% | 0.59 CHF | 0.60 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 129,300 CHF | 44,000 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.93% | 0.60 CHF | 0.61 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 138,831 CHF | 47,177 CHF | 99.38% | 99.38% |
| 11/11/2024 | 1.92% | 0.66 CHF | 0.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 139,677 CHF | 47,459 CHF | 99.38% | 99.38% |
| 08/11/2024 | 2.09% | 0.59 CHF | 0.60 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 127,883 CHF | 43,528 CHF | 99.38% | 99.38% |
| 07/11/2024 | 1.86% | 0.61 CHF | 0.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 143,538 CHF | 48,746 CHF | 98.38% | 98.38% |
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