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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 | 1.90% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,376 CHF | 79,959 CHF | 98.94% | 98.94% |
| 19/11/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,570 CHF | 79,023 CHF | 95.77% | 95.77% |
| 18/11/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,996 CHF | 101,499 CHF | 97.00% | 97.00% |
| 15/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,056 CHF | 109,519 CHF | 94.95% | 94.95% |
| 14/11/2024 | 1.25% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,371 CHF | 120,624 CHF | 98.40% | 98.40% |
| 13/11/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 245,218 CHF | 83,239 CHF | 98.30% | 98.30% |
| 12/11/2024 | 1.62% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 275,620 CHF | 93,373 CHF | 98.39% | 98.39% |
| 11/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,469 CHF | 107,323 CHF | 98.73% | 98.73% |
| 08/11/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 300,811 CHF | 101,770 CHF | 97.69% | 97.69% |
| 07/11/2024 | 1.41% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,042 CHF | 107,181 CHF | 98.16% | 98.16% |
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