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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 | 1.40% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,823 CHF | 107,774 CHF | 99.27% | 99.27% |
| 22/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 360,345 CHF | 121,615 CHF | 98.56% | 98.56% |
| 20/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 381,455 CHF | 128,652 CHF | 98.08% | 98.08% |
| 19/11/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 370,341 CHF | 124,947 CHF | 88.80% | 88.80% |
| 18/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,979 CHF | 118,493 CHF | 97.23% | 97.23% |
| 15/11/2024 | 1.34% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,464 CHF | 112,988 CHF | 91.40% | 91.40% |
| 14/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,851 CHF | 104,117 CHF | 99.29% | 99.29% |
| 13/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 311,145 CHF | 105,215 CHF | 98.93% | 98.93% |
| 12/11/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,185 CHF | 97,562 CHF | 99.31% | 99.31% |
| 11/11/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,673 CHF | 89,058 CHF | 99.33% | 99.33% |
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