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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 | 1.03% | 0.91 CHF | 0.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 217,117 CHF | 73,122 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.13% | 0.92 CHF | 0.93 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 198,906 CHF | 67,052 CHF | 99.38% | 99.38% |
| 18/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 207,296 CHF | 69,849 CHF | 99.37% | 99.37% |
| 15/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 215,820 CHF | 72,690 CHF | 99.34% | 99.34% |
| 14/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 209,858 CHF | 70,703 CHF | 99.38% | 99.38% |
| 13/11/2024 | 1.08% | 0.98 CHF | 0.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 208,175 CHF | 70,142 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 215,749 CHF | 72,666 CHF | 99.15% | 99.15% |
| 11/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 225,000 | 75,000 | 224,978 | 74,980 | 234,160 CHF | 78,790 CHF | 99.13% | 99.13% |
| 08/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 220,995 CHF | 74,415 CHF | 99.38% | 99.38% |
| 07/11/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 215,405 CHF | 72,552 CHF | 98.56% | 98.56% |
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