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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 | 1.19% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 376,884 CHF | 127,128 CHF | 90.86% | 90.86% |
| 19/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,280 CHF | 127,594 CHF | 96.27% | 96.27% |
| 18/11/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,919 CHF | 122,806 CHF | 96.68% | 96.68% |
| 15/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,116 CHF | 123,872 CHF | 95.57% | 95.57% |
| 14/11/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,865 CHF | 132,455 CHF | 98.86% | 98.86% |
| 13/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 404,227 CHF | 136,242 CHF | 98.89% | 98.89% |
| 12/11/2024 | 1.22% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,700 CHF | 124,067 CHF | 98.72% | 98.72% |
| 11/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,547 CHF | 119,682 CHF | 98.67% | 98.67% |
| 08/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,050 CHF | 122,850 CHF | 98.85% | 98.85% |
| 07/11/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 370,511 CHF | 125,004 CHF | 98.22% | 98.22% |
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