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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 | 1.20% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,614 CHF | 125,371 CHF | 88.22% | 88.22% |
| 19/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,011 CHF | 119,504 CHF | 88.27% | 88.27% |
| 18/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 362,628 CHF | 122,376 CHF | 89.48% | 89.48% |
| 15/11/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 389,510 CHF | 131,337 CHF | 93.01% | 93.01% |
| 14/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,008 CHF | 132,169 CHF | 91.52% | 91.52% |
| 13/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 389,810 CHF | 131,437 CHF | 96.29% | 96.29% |
| 12/11/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 403,182 CHF | 135,894 CHF | 94.51% | 94.51% |
| 11/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 441,937 CHF | 148,812 CHF | 92.94% | 92.94% |
| 08/11/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 408,988 CHF | 137,829 CHF | 95.75% | 95.75% |
| 07/11/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,280 CHF | 141,593 CHF | 95.10% | 95.10% |
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