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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 | 1.37% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,112 CHF | 110,537 CHF | 98.86% | 98.86% |
| 19/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,782 CHF | 103,094 CHF | 95.75% | 95.75% |
| 18/11/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,544 CHF | 113,681 CHF | 97.04% | 97.04% |
| 15/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,362 CHF | 110,621 CHF | 94.47% | 94.47% |
| 14/11/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 308,273 CHF | 104,258 CHF | 98.80% | 98.80% |
| 13/11/2024 | 1.50% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,868 CHF | 100,789 CHF | 98.28% | 98.28% |
| 12/11/2024 | 1.38% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,762 CHF | 109,421 CHF | 98.94% | 98.94% |
| 11/11/2024 | 1.40% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 319,682 CHF | 108,061 CHF | 98.92% | 98.92% |
| 08/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 289,122 CHF | 97,874 CHF | 97.32% | 97.32% |
| 07/11/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 349,123 CHF | 117,874 CHF | 98.16% | 98.16% |
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