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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 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,514 CHF | 143,671 CHF | 98.85% | 98.85% |
| 19/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 405,459 CHF | 136,653 CHF | 90.62% | 90.62% |
| 18/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 393,086 CHF | 132,529 CHF | 94.94% | 94.94% |
| 15/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,629 CHF | 132,376 CHF | 97.78% | 97.78% |
| 14/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,617 CHF | 133,372 CHF | 98.73% | 98.73% |
| 13/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,489 CHF | 127,663 CHF | 96.44% | 96.44% |
| 12/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 456,301 CHF | 153,600 CHF | 95.64% | 95.64% |
| 11/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 443,968 CHF | 149,489 CHF | 98.35% | 98.35% |
| 08/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 468,017 CHF | 157,506 CHF | 93.00% | 93.00% |
| 07/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 472,167 CHF | 158,889 CHF | 97.75% | 97.75% |
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