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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 | 1.63% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 297,535 | 99,178 | 181,658 CHF | 61,544 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 293,875 | 97,958 | 179,928 CHF | 60,956 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 225,000 | 75,000 | 253,983 | 84,661 | 158,829 CHF | 53,790 CHF | 99.22% | 99.22% |
| 15/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 152,182 CHF | 51,477 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 155,521 CHF | 52,590 CHF | 99.38% | 99.38% |
| 13/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 153,999 CHF | 52,083 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 159,757 CHF | 54,002 CHF | 99.37% | 99.37% |
| 11/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 169,540 CHF | 57,264 CHF | 99.37% | 99.37% |
| 08/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 167,049 CHF | 56,433 CHF | 99.38% | 99.38% |
| 07/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 170,632 CHF | 57,627 CHF | 99.28% | 99.28% |
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