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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 | 1.79% | 0.59 CHF | 0.60 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 125,063 CHF | 42,438 CHF | 99.17% | 99.17% |
| 19/11/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 126,616 CHF | 42,955 CHF | 99.16% | 99.16% |
| 18/11/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 131,674 CHF | 44,641 CHF | 99.23% | 99.23% |
| 15/11/2024 | 1.42% | 0.64 CHF | 0.65 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 157,885 CHF | 53,378 CHF | 99.16% | 99.16% |
| 14/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 183,636 CHF | 61,962 CHF | 99.15% | 99.15% |
| 13/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 189,648 CHF | 63,966 CHF | 99.16% | 99.16% |
| 12/11/2024 | 1.05% | 0.90 CHF | 0.91 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 212,601 CHF | 71,617 CHF | 99.16% | 99.16% |
| 11/11/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 225,484 CHF | 75,912 CHF | 99.17% | 99.17% |
| 08/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 215,712 CHF | 72,654 CHF | 99.17% | 99.17% |
| 07/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 214,962 CHF | 72,404 CHF | 98.27% | 98.27% |
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