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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 | 1.34% | 0.72 CHF | 0.73 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 166,635 CHF | 56,295 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 160,446 CHF | 54,232 CHF | 99.38% | 99.38% |
| 18/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 165,839 CHF | 56,030 CHF | 99.37% | 99.37% |
| 15/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 170,206 CHF | 57,486 CHF | 99.35% | 99.35% |
| 14/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 172,488 CHF | 58,246 CHF | 99.38% | 99.38% |
| 13/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 168,345 CHF | 56,865 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 178,367 CHF | 60,206 CHF | 99.15% | 99.15% |
| 11/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 183,954 CHF | 62,068 CHF | 99.38% | 99.38% |
| 08/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 171,945 CHF | 58,065 CHF | 99.38% | 99.38% |
| 07/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 174,007 CHF | 58,752 CHF | 98.58% | 98.58% |
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