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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 | 3.85% | 0.25 CHF | 0.26 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 191,449 CHF | 19,895 CHF | 99.17% | 99.17% |
| 19/11/2024 | 3.74% | 0.28 CHF | 0.29 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 196,993 CHF | 20,449 CHF | 99.17% | 99.17% |
| 18/11/2024 | 3.58% | 0.26 CHF | 0.27 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 206,221 CHF | 21,372 CHF | 99.21% | 99.21% |
| 15/11/2024 | 3.63% | 0.30 CHF | 0.31 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 203,667 CHF | 21,117 CHF | 99.17% | 99.17% |
| 14/11/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 177,391 CHF | 18,489 CHF | 99.15% | 99.15% |
| 13/11/2024 | 4.77% | 0.19 CHF | 0.20 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 153,767 CHF | 16,127 CHF | 99.16% | 99.16% |
| 12/11/2024 | 5.29% | 0.16 CHF | 0.17 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 139,218 CHF | 14,672 CHF | 99.17% | 99.17% |
| 11/11/2024 | 3.56% | 0.26 CHF | 0.27 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 207,631 CHF | 21,513 CHF | 99.16% | 99.16% |
| 08/11/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 211,772 CHF | 21,927 CHF | 99.17% | 99.17% |
| 07/11/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 200,779 CHF | 20,828 CHF | 98.19% | 98.19% |
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