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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 116,570 CHF | 15,321 CHF | 99.17% | 99.17% |
| 22/11/2024 | 5.20% | 0.20 CHF | 0.21 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 112,535 CHF | 14,817 CHF | 99.16% | 99.16% |
| 20/11/2024 | 4.78% | 0.18 CHF | 0.19 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 123,051 CHF | 16,131 CHF | 99.17% | 99.17% |
| 19/11/2024 | 5.27% | 0.19 CHF | 0.20 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 111,062 CHF | 14,633 CHF | 99.16% | 99.16% |
| 18/11/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 126,809 CHF | 16,601 CHF | 99.22% | 99.22% |
| 15/11/2024 | 3.86% | 0.24 CHF | 0.25 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 152,618 CHF | 19,827 CHF | 99.17% | 99.17% |
| 14/11/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 136,492 CHF | 23,499 CHF | 99.16% | 99.16% |
| 13/11/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 138,516 CHF | 23,836 CHF | 99.16% | 99.16% |
| 12/11/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 135,484 CHF | 23,331 CHF | 99.16% | 99.16% |
| 11/11/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 150,100 CHF | 25,767 CHF | 99.16% | 99.16% |
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