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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 | 1.07% | 0.91 CHF | 0.92 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 696,029 CHF | 234,510 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 676,382 CHF | 227,961 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 671,948 CHF | 226,483 CHF | 99.25% | 99.25% |
| 15/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 638,657 CHF | 215,386 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 608,364 CHF | 205,288 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 606,044 CHF | 204,515 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 628,682 CHF | 212,061 CHF | 99.37% | 99.37% |
| 11/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 658,285 CHF | 221,928 CHF | 99.37% | 99.37% |
| 08/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 626,497 CHF | 211,332 CHF | 99.37% | 99.37% |
| 07/11/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 647,581 CHF | 218,360 CHF | 98.37% | 98.37% |
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