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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 | 1.49% | 0.64 CHF | 0.65 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 166,416 CHF | 50,675 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 158,652 CHF | 48,346 CHF | 99.38% | 99.38% |
| 18/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 158,776 CHF | 48,383 CHF | 97.60% | 97.60% |
| 15/11/2024 | 1.50% | 0.63 CHF | 0.64 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 165,483 CHF | 50,395 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 172,087 CHF | 52,376 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 173,306 CHF | 52,742 CHF | 96.38% | 96.38% |
| 12/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 176,556 CHF | 53,717 CHF | 96.91% | 96.91% |
| 11/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 180,604 CHF | 54,931 CHF | 99.39% | 99.39% |
| 08/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 178,369 CHF | 54,261 CHF | 90.77% | 90.77% |
| 07/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 179,956 CHF | 54,737 CHF | 98.71% | 98.71% |
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