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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 | 1.55% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 287,261 CHF | 97,254 CHF | 88.93% | 88.93% |
| 19/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,033 CHF | 93,844 CHF | 95.00% | 95.00% |
| 18/11/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 292,056 CHF | 98,852 CHF | 94.51% | 94.51% |
| 15/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 290,795 CHF | 98,432 CHF | 93.41% | 93.41% |
| 14/11/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,911 CHF | 94,804 CHF | 97.45% | 97.45% |
| 13/11/2024 | 1.55% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,516 CHF | 97,672 CHF | 98.68% | 98.68% |
| 12/11/2024 | 1.55% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,047 CHF | 97,516 CHF | 95.23% | 95.23% |
| 11/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,548 CHF | 107,683 CHF | 95.55% | 95.55% |
| 08/11/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,423 CHF | 103,308 CHF | 96.52% | 96.52% |
| 07/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,245 CHF | 108,915 CHF | 97.55% | 97.55% |
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