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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 | 2.11% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 211,110 CHF | 71,870 CHF | 98.95% | 98.95% |
| 19/11/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,972 CHF | 68,491 CHF | 90.22% | 90.22% |
| 18/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 243,874 CHF | 82,791 CHF | 96.87% | 96.87% |
| 15/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,574 CHF | 88,025 CHF | 98.33% | 98.33% |
| 14/11/2024 | 1.76% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,805 CHF | 86,435 CHF | 98.91% | 98.91% |
| 13/11/2024 | 1.88% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,562 CHF | 80,687 CHF | 96.40% | 96.40% |
| 12/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,987 CHF | 96,496 CHF | 93.94% | 93.94% |
| 11/11/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,560 CHF | 80,687 CHF | 97.90% | 97.90% |
| 08/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,111 CHF | 66,537 CHF | 93.08% | 93.08% |
| 07/11/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,042 CHF | 70,847 CHF | 98.20% | 98.20% |
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