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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 | 5.12% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 142,669 CHF | 50,056 CHF | 99.21% | 99.21% |
| 19/11/2024 | 4.92% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 148,946 CHF | 52,149 CHF | 98.74% | 98.74% |
| 18/11/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 154,083 CHF | 53,861 CHF | 99.29% | 99.29% |
| 15/11/2024 | 4.50% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 163,128 CHF | 56,876 CHF | 99.36% | 99.36% |
| 14/11/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 174,614 CHF | 60,705 CHF | 97.75% | 97.75% |
| 13/11/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 148,104 CHF | 51,868 CHF | 99.33% | 99.33% |
| 12/11/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 151,451 CHF | 52,984 CHF | 99.38% | 99.38% |
| 11/11/2024 | 4.53% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 162,002 CHF | 56,501 CHF | 99.39% | 99.39% |
| 08/11/2024 | 4.57% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 160,698 CHF | 56,066 CHF | 99.24% | 99.24% |
| 07/11/2024 | 4.38% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 168,199 CHF | 58,566 CHF | 98.59% | 98.59% |
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