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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 | 1.77% | 0.59 CHF | 0.60 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 285,633 CHF | 290,733 CHF | 99.42% | 99.42% |
| 19/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 276,085 CHF | 281,185 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 283,684 CHF | 288,784 CHF | 99.26% | 99.26% |
| 15/11/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 281,254 CHF | 286,354 CHF | 98.67% | 98.67% |
| 14/11/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 292,857 CHF | 297,957 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.98% | 0.54 CHF | 0.55 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 259,996 CHF | 265,196 CHF | 99.08% | 99.08% |
| 12/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 257,406 CHF | 262,606 CHF | 99.81% | 99.81% |
| 11/11/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 237,205 CHF | 242,405 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.74% | 0.39 CHF | 0.40 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 194,776 CHF | 200,176 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 189,094 CHF | 194,394 CHF | 99.96% | 99.96% |
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