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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 | 1.10% | 0.88 CHF | 0.89 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 226,946 CHF | 68,834 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 219,322 CHF | 66,547 CHF | 99.38% | 99.38% |
| 18/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 219,798 CHF | 66,690 CHF | 97.55% | 97.55% |
| 15/11/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 226,158 CHF | 68,597 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 233,634 CHF | 70,840 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 234,014 CHF | 70,954 CHF | 96.23% | 96.23% |
| 12/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 237,028 CHF | 71,858 CHF | 96.74% | 96.74% |
| 11/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 241,026 CHF | 73,058 CHF | 99.39% | 99.39% |
| 08/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 238,103 CHF | 72,181 CHF | 90.78% | 90.78% |
| 07/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 239,868 CHF | 72,711 CHF | 98.69% | 98.69% |
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