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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 | 1.43% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 311,725 CHF | 105,408 CHF | 99.17% | 99.17% |
| 19/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,385 CHF | 103,962 CHF | 99.16% | 99.16% |
| 18/11/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,805 CHF | 100,102 CHF | 99.36% | 99.36% |
| 15/11/2024 | 1.63% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 273,444 CHF | 92,648 CHF | 99.39% | 99.39% |
| 14/11/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,916 CHF | 91,139 CHF | 97.42% | 97.42% |
| 13/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,408 CHF | 87,303 CHF | 98.99% | 98.99% |
| 12/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,294 CHF | 88,598 CHF | 92.63% | 92.63% |
| 11/11/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,785 CHF | 93,095 CHF | 98.54% | 98.54% |
| 08/11/2024 | 1.90% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,207 CHF | 79,902 CHF | 93.13% | 93.13% |
| 07/11/2024 | 2.10% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,107 CHF | 72,202 CHF | 98.59% | 98.59% |
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