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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 | 1.09% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 411,583 CHF | 138,694 CHF | 99.42% | 99.42% |
| 19/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 412,908 CHF | 139,136 CHF | 99.42% | 99.42% |
| 18/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 405,850 CHF | 136,783 CHF | 97.69% | 97.69% |
| 15/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 396,610 CHF | 133,703 CHF | 99.44% | 99.44% |
| 14/11/2024 | 1.13% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 396,186 CHF | 133,562 CHF | 99.43% | 99.43% |
| 13/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 397,299 CHF | 133,933 CHF | 96.91% | 96.91% |
| 12/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 381,673 CHF | 128,724 CHF | 96.89% | 96.89% |
| 11/11/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 375,734 CHF | 126,745 CHF | 99.43% | 99.43% |
| 08/11/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,407 CHF | 119,969 CHF | 99.33% | 99.33% |
| 07/11/2024 | 1.39% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,157 CHF | 108,886 CHF | 98.65% | 98.65% |
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