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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,115 CHF | 93,539 CHF | 99.28% | 99.28% |
| 20/11/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 267,468 CHF | 90,656 CHF | 99.25% | 99.25% |
| 19/11/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,582 CHF | 90,027 CHF | 85.69% | 85.69% |
| 18/11/2024 | 1.74% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,381 CHF | 86,960 CHF | 97.53% | 97.53% |
| 15/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,316 CHF | 86,939 CHF | 95.55% | 95.55% |
| 14/11/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,544 CHF | 84,682 CHF | 99.25% | 99.25% |
| 13/11/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 239,891 CHF | 81,464 CHF | 99.24% | 99.24% |
| 12/11/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,908 CHF | 82,136 CHF | 97.69% | 97.69% |
| 11/11/2024 | 1.77% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,809 CHF | 85,770 CHF | 99.25% | 99.25% |
| 08/11/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,182 CHF | 89,561 CHF | 97.52% | 97.52% |
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