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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 | 1.50% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,467 CHF | 100,989 CHF | 99.41% | 99.41% |
| 19/11/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,765 CHF | 104,088 CHF | 98.40% | 98.40% |
| 18/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,416 CHF | 104,639 CHF | 99.20% | 99.20% |
| 15/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,273 CHF | 107,591 CHF | 99.39% | 99.39% |
| 14/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,406 CHF | 110,969 CHF | 98.10% | 98.10% |
| 13/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,530 CHF | 102,677 CHF | 99.35% | 99.35% |
| 12/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,108 CHF | 102,536 CHF | 93.20% | 93.20% |
| 11/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,374 CHF | 104,958 CHF | 99.37% | 99.37% |
| 08/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,278 CHF | 103,593 CHF | 93.12% | 93.12% |
| 07/11/2024 | 1.43% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 546,941 | 182,314 | 380,383 CHF | 128,617 CHF | 98.61% | 98.61% |
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