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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 | 1.48% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 302,437 CHF | 102,312 CHF | 98.95% | 98.95% |
| 19/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,784 CHF | 100,761 CHF | 95.76% | 95.76% |
| 18/11/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,436 CHF | 127,312 CHF | 96.95% | 96.95% |
| 15/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 404,782 CHF | 136,427 CHF | 94.65% | 94.65% |
| 14/11/2024 | 1.02% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,119 CHF | 147,873 CHF | 98.29% | 98.29% |
| 13/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 313,087 CHF | 105,862 CHF | 98.26% | 98.26% |
| 12/11/2024 | 1.28% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 349,783 CHF | 118,094 CHF | 98.34% | 98.34% |
| 11/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 396,946 CHF | 133,815 CHF | 98.72% | 98.72% |
| 08/11/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 376,774 CHF | 127,091 CHF | 97.69% | 97.69% |
| 07/11/2024 | 1.13% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,450 CHF | 133,317 CHF | 98.10% | 98.10% |
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