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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 | 4.20% | 0.22 CHF | 0.23 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 175,266 CHF | 36,553 CHF | 99.16% | 99.16% |
| 19/11/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 183,244 CHF | 38,149 CHF | 99.17% | 99.17% |
| 18/11/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 174,874 CHF | 36,475 CHF | 99.23% | 99.23% |
| 15/11/2024 | 4.67% | 0.22 CHF | 0.23 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 157,072 CHF | 32,914 CHF | 99.17% | 99.17% |
| 14/11/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 162,179 CHF | 33,936 CHF | 99.16% | 99.16% |
| 13/11/2024 | 5.73% | 0.16 CHF | 0.17 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 127,337 CHF | 26,968 CHF | 99.16% | 99.16% |
| 12/11/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 135,081 CHF | 28,516 CHF | 99.16% | 99.16% |
| 11/11/2024 | 3.84% | 0.22 CHF | 0.23 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 193,394 CHF | 40,179 CHF | 99.17% | 99.17% |
| 08/11/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 223,983 CHF | 46,297 CHF | 99.17% | 99.17% |
| 07/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 230,331 CHF | 47,566 CHF | 98.26% | 98.26% |
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